Update how_it_works.md

[vpuri3]

Add code for forming nested duals in the docs so folks don't make the mistakes I made in https://github.com/JuliaDiff/ForwardDiff.jl/issues/671

[codecov[bot]]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (d300209) 89.65% compared to head (a9019e9) 86.59%.

:exclamation: Current head a9019e9 differs from pull request most recent head ff943a8. Consider uploading reports for the commit ff943a8 to get more accurate results

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #672      +/-   ##
==========================================
- Coverage   89.65%   86.59%   -3.07%     
==========================================
  Files          11       10       -1     
  Lines         967      895      -72     
==========================================
- Hits          867      775      -92     
- Misses        100      120      +20     

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