gh-95273: Improve sqlite3 class descriptions (GH-95379)

Co-authored-by: CAM Gerlach <CAM.Gerlach@Gerlach.CAM>
(cherry picked from commit e003b64f40)

Co-authored-by: Erlend Egeberg Aasland <erlend.aasland@innova.no>

Doc/library/sqlite3.rst

@@ -380,6 +380,16 @@ Connection Objects
 
 .. class:: Connection
 
+   Each open SQLite database is represented by a ``Connection`` object,
+   which is created using :func:`sqlite3.connect`.
+   Their main purpose is creating :class:`Cursor` objects,
+   and :ref:`sqlite3-controlling-transactions`.
+
+   .. seealso::
+
+      * :ref:`sqlite3-connection-shortcuts`
+      * :ref:`sqlite3-connection-context-manager`
+
    An SQLite database connection has the following attributes and methods:
 
    .. attribute:: isolation_level
@@ -761,6 +771,22 @@ Connection Objects
 Cursor Objects
 --------------
 
+   A ``Cursor`` object represents a `database cursor`_
+   which is used to execute SQL statements,
+   and manage the context of a fetch operation.
+   Cursors are created using :meth:`Connection.cursor`,
+   or by using any of the :ref:`connection shortcut methods
+   <sqlite3-connection-shortcuts>`.
+
+   Cursor objects are :term:`iterators <iterator>`,
+   meaning that if you :meth:`~Cursor.execute` a ``SELECT`` query,
+   you can simply iterate over the cursor to fetch the resulting rows::
+
+      for row in cur.execute("select * from data"):
+          print(row)
+
+   .. _database cursor: https://en.wikipedia.org/wiki/Cursor_(databases)
+
 .. class:: Cursor
 
    A :class:`Cursor` instance has the following attributes and methods.
@@ -926,13 +952,11 @@ Row Objects
 
    A :class:`Row` instance serves as a highly optimized
    :attr:`~Connection.row_factory` for :class:`Connection` objects.
-   It tries to mimic a tuple in most of its features.
+   It tries to mimic a :class:`tuple` in most of its features,
+   and supports iteration, :func:`repr`, equality testing, :func:`len`,
+   and :term:`mapping` access by column name and index.
 
-   It supports mapping access by column name and index, iteration,
+   Two row objects compare equal if have equal columns and equal members.
-   representation, equality testing and :func:`len`.
-
-   If two :class:`Row` objects have exactly the same columns and their
-   members are equal, they compare equal.
 
    .. method:: keys
 
@@ -1355,8 +1379,10 @@ Using :mod:`sqlite3` efficiently
 --------------------------------
 
 
-Using shortcut methods
+.. _sqlite3-connection-shortcuts:
-^^^^^^^^^^^^^^^^^^^^^^
+
+Using connection shortcut methods
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
 Using the :meth:`~Connection.execute`,
 :meth:`~Connection.executemany`, and :meth:`~Connection.executescript`