[DOC] Add import location to HolidayFeatures docs (sktime#7401)

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#### What does this implement/fix? Explain your changes.
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When looking at HolidayFeatures API documentation, there's no mention of
module loading path. Only after looking to source I found it. When
giving examples I would expect imports too.

#### Does your contribution introduce a new dependency? If yes, which
one?
no
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#### Did you add any tests for the change?
No. But I not sure that sktime's documentation is tested. I saw plugin
to docs - doctests, but it needs to be run, not only included into
conf.py.
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No
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.all-contributorsrc

@@ -3191,6 +3191,15 @@
       "contributions": [
         "doc"
       ]
+    },
+    {
+      "login": "mjste",
+      "name": "Michał Stefanik",
+      "avatar_url": "https://avatars.githubusercontent.com/mjste",
+      "profile": "https://github.com/mjste",
+      "contributions": [
+        "doc"
+      ]
     }
   ]
 }

sktime/transformations/series/holiday/_holidayfeats.py

@@ -60,6 +60,7 @@ class HolidayFeatures(BaseTransformer):
 
     Returns country holiday features with custom holiday windows
 
+    >>> from sktime.transformations.series.holiday import HolidayFeatures
     >>> transformer = HolidayFeatures(
     ...    calendar=country_holidays(country="FR"),
     ...    return_categorical=True,