### What changes were proposed in this pull request?
This PR proposes adding an argument `index_col` for `ps.sql` function, to preserve the index when users want.
NOTE that the `reset_index()` have to be performed before using `ps.sql` with `index_col`.
```python
>>> psdf
A B
a 1 4
b 2 5
c 3 6
>>> psdf_reset_index = psdf.reset_index()
>>> ps.sql("SELECT * from {psdf_reset_index} WHERE A > 1", index_col="index")
A B
index
b 2 5
c 3 6
```
Otherwise, the index is always lost.
```python
>>> ps.sql("SELECT * from {psdf} WHERE A > 1")
A B
0 2 5
1 3 6
```
### Why are the changes needed?
Index is one of the key object for the existing pandas users, so we should provide the way to keep the index after computing the `ps.sql`.
### Does this PR introduce _any_ user-facing change?
Yes, the new argument is added.
### How was this patch tested?
Add a unit test and manually check the build pass.
Closes#33450 from itholic/SPARK-35809.
Authored-by: itholic <haejoon.lee@databricks.com>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>
(cherry picked from commit 6578f0b135)
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>
3a18864c5f