[3.9] documentation: clarification about the function remove in os library (GH-19024) (GH-25620)

(cherry picked from commit b6daab2f67)

Co-authored-by: Etienne Gautier <etienne.gautier@outlook.com>

Doc/library/os.rst

@@ -2115,6 +2115,7 @@ features:
 
    Remove (delete) the file *path*.  If *path* is a directory, an
    :exc:`IsADirectoryError` is raised.  Use :func:`rmdir` to remove directories.
+   If the file does not exist, a :exc:`FileNotFoundError` is raised.
 
    This function can support :ref:`paths relative to directory descriptors
    <dir_fd>`.