GH-100766: Note that locale.LC_MESSAGES is not universal (GH-100767)

Co-authored-by: Tzu-ping Chung <uranusjr@gmail.com>

Author: miss-islington

Doc/library/locale.rst

@@ -508,6 +508,9 @@ The :mod:`locale` module defines the following exception and functions:
    system, like those returned by :func:`os.strerror` might be affected by this
    category.
 
+   This value may not be available on operating systems not conforming to the
+   POSIX standard, most notably Windows.
+
 
 .. data:: LC_NUMERIC