gh-44538: Mention nested classes/functions in doctest docs (GH-137870)

Doc/library/doctest.rst

@@ -350,6 +350,13 @@ searches them recursively for docstrings, which are then scanned for tests.
 Any classes found are recursively searched similarly, to test docstrings in
 their contained methods and nested classes.
 
+.. note::
+
+   ``doctest`` can only automatically discover classes and functions that are
+   defined at the module level or inside other classes.
+
+   Since nested classes and functions only exist when an outer function
+   is called, they cannot be discovered. Define them outside to make them visible.
 
 .. _doctest-finding-examples: