improve error when calling sqlcmd

[bbeat2782]

Describe your changes

Improves error messages when running %sqlcmd commands

1. Without a connection
   • Calling tables, columns, test, profile, explore from %sqlcmd raises RuntimeError: No active connection
   • Calling snippets from %sqlcmd displays No snippets stored message
2. With sqlalchemy connection
   • Calling %sqlcmd commands works as expected
3. With dbapi connection
   • Calling tables, columns, test, explore from %sqlcmd raises RuntimeError: %sqlcmd is only support with SQLAlchemy connections, not with DBAPI connections
   • Calling profile and snippets work as expected

demo.ipynb.zip

Issue number

Closes #761

Checklist before requesting a review

• Performed a self-review of my code
• Formatted my code with pkgmt format
• Added tests (when necessary).
• Added docstring documentation and update the changelog (when needed)

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📚 Documentation preview 📚: https://jupysql--804.org.readthedocs.build/en/804/

[bbeat2782]

From the issue, %sqlcmd connect was mentioned, but I didn't include it in this PR because adding %sqlcmd connect has not been merged yet. Depending on which one get merged first, I will change the other one accordingly.