Update doc for parse_dates arg to read_csv (#55688)

Added note that values are joined with a space before parsing for the combined column cases.

Author: mvirts

pandas/io/parsers/readers.py

@@ -243,9 +243,9 @@
     * ``list`` of ``int`` or names. e.g. If ``[1, 2, 3]`` -> try parsing columns 1, 2, 3
       each as a separate date column.
     * ``list`` of ``list``. e.g.  If ``[[1, 3]]`` -> combine columns 1 and 3 and parse
-      as a single date column.
+      as a single date column. Values are joined with a space before parsing.
     * ``dict``, e.g. ``{{'foo' : [1, 3]}}`` -> parse columns 1, 3 as date and call
-      result 'foo'
+      result 'foo'. Values are joined with a space before parsing.
 
     If a column or index cannot be represented as an array of ``datetime``,
     say because of an unparsable value or a mixture of timezones, the column