Add Documentation for custom methods

docs/user/advanced.rst

@@ -797,6 +797,24 @@ headers.
 Excellent. Time to write a Python program that abuses the GitHub API in all
 kinds of exciting ways, 4995 more times.
 
+.. _custom-verbs:
+
+Custom Verbs
+------------
+
+From time to time you may be working with a server that, for whatever reason,
+allows use or even requires use of HTTP verbs not covered above. One example of
+this would be the MKCOL method some WEBDAV servers use. Do not fret, these can
+still be used with Requests. These make use of the built-in ``.request``
+method. For example::
+
+    >>> r = requests.request('mkcol', url, data=data)
+    >>> r.status_code
+    200 # Assuming your call was correct
+
+Utilising this, you can make use of any method verb that your server allows.
+
+
 .. _link-headers:
 
 Link Headers