add note about collection links (#63346)

docs/docsite/rst/dev_guide/developing_modules_documenting.rst

@@ -275,7 +275,11 @@ You can link from your module documentation to other module docs, other resource
 
 .. note::
 
-    - To refer a collection of modules, use ``C(..)``, e.g. ``Refer to the C(win_*) modules.``
+	For modules in a collection, you can only use ``L()`` and ``M()`` for content within that collection. Use ``U()`` to refer to content in a different collection.
+
+.. note::
+
+    - To refer a group of modules, use ``C(..)``, e.g. ``Refer to the C(win_*) modules.``
     - Because it stands out better, using ``seealso`` is preferred for general references over the use of notes or adding links to the description.
 
 .. _module_docs_fragments: