Add concat-on-disk tutorial

[ivirshup]

Opening a PR for builds of concat on disk tutorial scverse/anndata-tutorials#18

cc: @selmanozleyen @flying-sheep

• Closes #
• Tests added
• Release note added (or unnecessary)

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 82.62%. Comparing base (85162c7) to head (64ef09a).
⚠️ Report is 611 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1157      +/-   ##
==========================================
- Coverage   84.80%   82.62%   -2.18%     
==========================================
  Files          36       36              
  Lines        5362     5364       +2     
==========================================
- Hits         4547     4432     -115     
- Misses        815      932     +117     

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