bpo-38388: Document pickle protocol version 5 (GH-16639)

diff --git a/Doc/library/pickle.rst b/Doc/library/pickle.rst
index eb58178..779b60e 100644
--- a/Doc/library/pickle.rst
+++ b/Doc/library/pickle.rst
@@ -136,7 +136,7 @@
 generated by :mod:`pickle`.  :mod:`pickletools` source code has extensive
 comments about opcodes used by pickle protocols.
 
-There are currently 5 different protocols which can be used for pickling.
+There are currently 6 different protocols which can be used for pickling.
 The higher the protocol used, the more recent the version of Python needed
 to read the pickle produced.
 
@@ -160,6 +160,10 @@
   Refer to :pep:`3154` for information about improvements brought by
   protocol 4.
 
+* Protocol version 5 was added in Python 3.8.  It adds support for out-of-band
+  data and speedup for in-band data.  Refer to :pep:`574` for information about
+  improvements brought by protocol 5.
+
 .. note::
    Serialization is a more primitive notion than persistence; although
    :mod:`pickle` reads and writes file objects, it does not handle the issue of