refactor: Better guide new user in CI news bot warning comment

[bobleesj]

Problem

When there is no news, the new CI bot simply asks to include a news file using news/TEMPLATE.rst.

The current comment lacks (1) good examples, (2) the new practice of No news: .., and (3) doesn't guide where to place the news under, etc. changed, fixed, etc. This isn't a big deal for us (BG group) since we have a separate GitLab page but it might be a source of confusion for those adopting our current cookiecutter and new contributors contributing to their cookiecuttered packages.

Proposed solution

In the bot comment, improve wording and add a link to the section in the cookiecutter doc once deployed: