Issue #21382: Clarify signal.signal() documentation on Windows

All signal.SIG* constants may not be defined on Windows so a call like

    signal.signal(signal.SIGPIPE, lambda signum, frame: sys.exit(1))

will raise an AttributeError.
diff --git a/Doc/library/signal.rst b/Doc/library/signal.rst
index 98eb7fd..d02a0a8 100644
--- a/Doc/library/signal.rst
+++ b/Doc/library/signal.rst
@@ -351,6 +351,9 @@
    On Windows, :func:`signal` can only be called with :const:`SIGABRT`,
    :const:`SIGFPE`, :const:`SIGILL`, :const:`SIGINT`, :const:`SIGSEGV`, or
    :const:`SIGTERM`. A :exc:`ValueError` will be raised in any other case.
+   Note that not all systems define the same set of signal names; an
+   :exc:`AttributeError` will be raised if a signal name is not defined as
+   ``SIG*`` module level constant.
 
 
 .. function:: sigpending()