gh-53189: Document peculiarities of InteractiveConsole in relation to pickle (GH-123069)

Co-authored-by: Terry Jan Reedy <tjreedy@udel.edu>

Author: serhiy-storchaka

Doc/library/code.rst

@@ -22,6 +22,12 @@ build applications which provide an interactive interpreter prompt.
    it defaults to a newly created dictionary with key ``'__name__'`` set to
    ``'__console__'`` and key ``'__doc__'`` set to ``None``.
 
+   Note that functions and classes objects created under an
+   :class:`!InteractiveInterpreter` instance will belong to the namespace
+   specified by *locals*.
+   They are only pickleable if *locals* is the namespace of an existing
+   module.
+
 
 .. class:: InteractiveConsole(locals=None, filename="<console>", local_exit=False)