Missing DoFn annotations documentation

Not all `DoFn` annotations are covered by the programming guide.
Only `@ProcessElement` is currently covered.
We should have documentation for the other (non-expermintal at least) annotations:
```

public @interface Setup
public @interface StartBundle
public @interface FinishBundle
public @interface
Teardown

```

Imported from Jira [BEAM-1957](https://issues.apache.org/jira/browse/BEAM-1957). Original Jira may contain additional context.
Reported by: aviemzur.

Start with the programming guide section that documents @ProcessElement and compare it with the DoFn annotations listed in the issue. Add coverage for the non-experimental annotations—@Setup, @StartBundle, @FinishBundle, and @Teardown—and consider the original Jira issue for additional context. Done means the programming guide documents those annotations alongside @ProcessElement.

Written by the indexing model from the issue text.