CONTRIBUTING: Update information around `$PSCmdlet.ThrowTerminatingError`

The documentation should be updated according to this: https://github.com/dsccommunity/SqlServerDsc/pull/1966#issuecomment-1703776151

Also reference: https://stackoverflow.com/questions/49204918/difference-between-throw-and-pscmdlet-throwterminatingerror

https://github.com/dsccommunity/SqlServerDsc/blob/3c3092976409645d74f58707331f66ffe1967127/CONTRIBUTING.md?plain=1#L368-L379

I caught this today where I call a public command (or function) from a another public command. Example below.

function Get-Something
{
    [CmdletBinding()]
    param ()

    $PSCmdlet.ThrowTerminatingError(
        [System.Management.Automation.ErrorRecord]::new(
            'Error message',
            'CODE',
            [System.Management.Automation.ErrorCategory]::InvalidOperation,
            'MyObject'
        )
    )

    "Get-Something exiting" # CORRECT: Does not hit this
}

function Start-Something
{
    [CmdletBinding()]
    param ()

    Get-Something -Name $null -ErrorAction 'Stop'

    "Started" # BUG: This line is executed even though Get-Something throw an exception
}

# This hits the bug in Start-Something
Start-Something

# The user must add -ErrorAction 'Stop' to Start-Something to avoid the bug which is not intuitive
Start-Something -ErrorAction 'Stop'

Similar but using Write-Error (non-terminating error):

function Get-Something
{
    [CmdletBinding()]
    param ()

    Write-Error -Message 'Error message' -Category InvalidOperation -TargetObject 'MyObject' -ErrorId 'CODE'

    "Get-Something exiting" # CORRECT: Does not hit this
}

function Start-Something
{
    [CmdletBinding()]
    param ()

    Get-Something -Name $null -ErrorAction 'Stop'

    "Started" # CORRECT: Does not hit this
}

# This works as expected, stops after the exception in Get-Something
Start-Something