💡 [REQUEST] - Declare warning in tutorial that following distributed tutorial may expose tcp ports.

[Nebulised]

🚀 Describe the improvement or the new tutorial

Add a warning or declare that setting of the environment variable "NCCL_SOCKET_IFNAME" is required to prevent opening up sockets outside of your local machine even when setting the master address to "localhost"

Existing tutorials on this topic

https://pytorch.org/tutorials/intermediate/FSDP_tutorial.html
https://pytorch.org/tutorials/intermediate/ddp_tutorial.html

Additional context

No response

cc @wconstab @osalpekar @H-Huang @kwen2501