DOC add link to plot_feature_selection_pipeline example in make_pipeline (scikit-learn#29947)

Co-authored-by: adrinjalali <adrin.jalali@gmail.com>

Author: aurelienmorgan

sklearn/pipeline.py

@@ -326,6 +326,10 @@ def __getitem__(self, ind):
         Pipeline. This copy is shallow: modifying (or fitting) estimators in
         the sub-pipeline will affect the larger pipeline and vice-versa.
         However, replacing a value in `step` will not affect a copy.
+
+        See
+        :ref:`sphx_glr_auto_examples_feature_selection_plot_feature_selection_pipeline.py`
+        for an example of how to use slicing to inspect part of a pipeline.
         """
         if isinstance(ind, slice):
             if ind.step not in (1, None):