Add Documentation for UserProxyAgent

[husseinmozannar]

We need to add documentation for UserProxyAgent introduced in PR #4255

Comment from @ekzhu :

In the doc we need to make the case that there are multiple ways for human in the loop, and user proxy agent is a way that puts the team in a temporary blocking state that cannot be recovered if exception or failure happens. So it should be used with timeout and make sure the exceptions are catched and handled. This approach of human in the loop is for scenarios like just-in-time approval, feedback, alert, etc. For slow human in the loop, consider terminating the team run using termination condition and issue another one from run or run_stream with another message.