[SPARK-43057][FOLLOWUP][CONNECT][PYTHON] Add & refine errors

### What changes were proposed in this pull request?

This is follow-up for apache#40694 to redeem some errors.

### Why are the changes needed?

To make errors clear

### Does this PR introduce _any_ user-facing change?

No

### How was this patch tested?

The existing CI should pass

Closes apache#41032 from itholic/connect_followup.

Authored-by: itholic <haejoon.lee@databricks.com>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>

python/pyspark/errors/error_classes.py

@@ -34,6 +34,11 @@
       "Attribute `<attr_name>` in provided object `<obj_name>` is not callable."
     ]
   },
+  "ATTRIBUTE_NOT_SUPPORTED" : {
+    "message" : [
+      "Attribute `<attr_name>` is not supported."
+    ]
+  },
   "BROADCAST_VARIABLE_NOT_LOADED": {
     "message": [
       "Broadcast variable `<variable>` not loaded."

python/pyspark/sql/connect/column.py

@@ -138,9 +138,9 @@ def __init__(self, expr: "Expression") -> None:
 
     # container operators
     def __contains__(self, item: Any) -> None:
-        raise ValueError(
-            "Cannot apply 'in' operator against a column: please use 'contains' "
-            "in a string column or 'array_contains' function for an array column."
+        raise PySparkValueError(
+            error_class="CANNOT_APPLY_IN_FOR_COLUMN",
+            message_parameters={},
         )
 
     # bitwise operators
@@ -438,7 +438,9 @@ def __getattr__(self, item: Any) -> "Column":
                 error_class="JVM_ATTRIBUTE_NOT_SUPPORTED", message_parameters={"attr_name": "_jc"}
             )
         if item.startswith("__"):
-            raise AttributeError(item)
+            raise PySparkAttributeError(
+                error_class="ATTRIBUTE_NOT_SUPPORTED", message_parameters={"attr_name": item}
+            )
         return self[item]
 
     def __getitem__(self, k: Any) -> "Column":