[HttpClient] Add a note about requirement to use URI templates

[clement-michelet]

Closes #18480

[javiereguiluz]

Clément, thanks a lot for this contribution.

I wasn't aware of this and I agree with you: depending on the app, this can be a big catch. So, while merging your proposed change, I reworded it (see 59ce75f) as follows:

• Move it up to show it as early as possible
• Instead of a note, let's merge it in the regular text
• Instead of mentioning that "you need a vendor", propose a command to install one of those vendors and show the others as alternatives
• Don't mention the option to pass a \Closure because it's just way too advanced for most (all?) readers

Thanks!