bpo-37321: Edit IDLE subprocess connection error messages. (#14170)

Mainly, add a doc reference to message in pyshell.
diff --git a/Lib/idlelib/NEWS.txt b/Lib/idlelib/NEWS.txt
index 7646aed..64636df 100644
--- a/Lib/idlelib/NEWS.txt
+++ b/Lib/idlelib/NEWS.txt
@@ -3,6 +3,9 @@
 ======================================
 
 
+bpo-37321: Both subprocess connection error messages now refer to
+the 'Startup failure' section of the IDLE doc.
+
 bpo-37039: Adjust "Zoom Height" to individual screens by momemtarily
 maximizing the window on first use with a particular screen.  Changing
 screen settings may invalidate the saved height.  While a window is