Document Windows interrupt event

[minrk]

We don't send SIGINT to kernels on Windows, we send a Windows event identified by the JPY_INTERRUPT_EVENT env variable. This isn't documented, so it's likely that most kernels other than Python are not interruptible on Windows.

It might also be worth investigating if we can in fact switch back to sending a plain SIGINT, which would be simpler for kernels to handle. I don't recall why we added this event handler beyond "Windows signals are weird" because it is from long ago. It may have to do with the independent option, corresponding to CREATE_NEW_PROCESS_GROUP. I don't believe this option is used anymore.

cf JuliaLang/IJulia.jl#503 (comment)