Better clarify the use cases for Win32Thread

src/wine-host/utils.h

@@ -44,6 +44,11 @@
  *   expects a function pointer of type `LPTHREAD_START_ROUTINE`. GCC supports
  *   converting stateless lambdas to this format, but clang (as used for IDE
  *   tooling) does not.
+ *
+ * @note This should be used instead of `std::thread` whenever the thread
+ *   directly calls third party library code, i.e. `LoadLibrary()`,
+ *   `FreeLibrary()`, the plugin's entry point, or any of the `AEffect::*()`
+ *   functions.
  */
 class Win32Thread {
    public: