Added note about leaving callback functions properly. #5127
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Added the alias \callback_note to APIs with a user callback function. The note is brief and refers to a more detail note in a central place, i.e., alias cpp_c_api_note.
The callback_note will be displayed as below:
Clicking on the link in the first note from a doxygen document will display the more detailed note as below:
Fixes issue GH-5089