Add important note for windows services regarding transaction creation (#2695)

Adds a note describing why transactions are not automatically created
for Windows services and how to resolve this.

@theletterf Is there a better way to reference the EDOT .NET docs
without a hardcoded URL here?

Closes #2685

---------

Co-authored-by: Fabrizio Ferri-Benedetti <[email protected]>
Co-authored-by: Fabrizio Ferri-Benedetti <[email protected]>

Author: stevejgordon

docs/docset.yml

@@ -9,6 +9,7 @@ cross_links:
   - ecs-dotnet
   - ecs-logging
   - elasticsearch
+  - elastic-otel-dotnet
 toc:
   - toc: reference
   - toc: release-notes

docs/reference/configuration-for-windows-services.md

@@ -9,7 +9,13 @@ applies_to:
     apm_agent_dotnet: ga
 ---
 
-# Configuration for Windows Services [configuration-for-windows-services]
+# Configuration for Windows services [configuration-for-windows-services]
+
+::::{important}
+While the APM agent supports automatic transaction creation for web frameworks such as ASP.NET and ASP.NET Core, it doesn't know where the "unit of work" starts for bespoke services. Therefore, it cannot start a transaction automatically. As a result, spans, such as those for outbound HTTP requests, aren't captured, as they expect a running transaction, and no trace data is generated or exported by default.
+
+To manually create a transaction around the appropriate unit of work for your scenario, instrument your code manually. You can start a custom transaction using the [Public API](/reference/public-api.md). Alternatively, consider using the [Elastic Distribution of OpenTelemetry for .NET](elastic-otel-dotnet://reference/edot-dotnet/index.md), which captures all spans automatically, including those for outbound HTTP requests. The first span without a parent is considered a transaction when ingested into Elastic Observability.
+::::
 
 Configuration for Windows services can be provided by setting environment variables for the specific Windows service in the Windows registry. With PowerShell
 
@@ -26,10 +32,8 @@ Set-ItemProperty HKLM:SYSTEM\CurrentControlSet\Services\<service-name> -Name Env
 1. define the environment variables to use for the Windows service
 2. `<service-name>` is the name of the Windows service.
 
-
 The service must then be restarted for the change to take effect
 
 ```powershell
 Restart-Service <service-name>
 ```
-