DOC: added a reference to DataFrame assign in concatenate section of merging

Because of various stack overflow answers we are directed to the merging
page where a link to DataFrame.assign would be better. Adding the
reference here will make people's code better. At least it would have
for me.

Author: obilodeau

doc/source/merging.rst

@@ -310,7 +310,8 @@ Concatenating with mixed ndims
 
 You can concatenate a mix of Series and DataFrames. The
 Series will be transformed to DataFrames with the column name as
-the name of the Series.
+the name of the Series. To concatenate only one Series it is preferable
+to use the DataFrame method :meth:`~pandas.DataFrame.assign`.
 
 .. ipython:: python
 

doc/source/whatsnew/v0.21.1.txt

@@ -48,7 +48,7 @@ Performance Improvements
 Documentation Changes
 ~~~~~~~~~~~~~~~~~~~~~
 
--
+- Added a reference to :func:`DataFrame.assign` in the concatenate section of the merging documentation (:issue:`18665`)
 -
 -