Document that icu is a new, optional native dependency #14704

#14464 added icu as a new, optional native dependency to improve user directory search for non-English languages. If the python module is installed, then the new user search code is used, otherwise it will fall back to the old code.

We should:

1. Update our installation instructions for native dependencies to include icu / libicu-dev.
2. Update the UPGRADE notes to mention the new dependency. (This is the release blocker)
3. Update the Contributing Guide to mention installing icu / libicu-dev, otherwise poetry install --extras all will fail to install pyicu.