Update docs to explain escape character not valid (#7103)

Adding note from #5415 to docs

Co-authored-by: Pierre Sassoulas <[email protected]>

Author: tbennett0

doc/user_guide/configuration/all-options.rst

@@ -99,7 +99,7 @@ Standard Checkers
 
 --ignore-paths
 """"""""""""""
-*Add files or directories matching the regex patterns to the ignore-list. The regex matches against paths and can be in Posix or Windows format.*
+*Add files or directories matching the regex patterns to the ignore-list. The regex matches against paths and can be in Posix or Windows format. Because '\' represents the directory delimiter on Windows systems, it can't be used as an escape character.*
 
 **Default:**  ``[]``
 

pylint/lint/base_options.py

@@ -69,7 +69,8 @@ def _make_linter_options(linter: PyLinter) -> Options:
                 "default": [],
                 "help": "Add files or directories matching the regex patterns to the "
                 "ignore-list. The regex matches against paths and can be in "
-                "Posix or Windows format.",
+                "Posix or Windows format. Because '\\' represents the directory delimiter "
+                "on Windows systems, it can't be used as an escape character.",
             },
         ),
         (