docs: Add a helpful comment to swarm.ipynb

[withsmilo]

Why are these changes needed?

This notebook file is shown in https://microsoft.github.io/autogen/stable/user-guide/agentchat-user-guide/swarm.html#agents. However, if users copy some codes as it is and run it as a script, an error occurs. To prevent such a case, I think adding this comment helps most users.

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• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.