[3.13] Mention the "context manager" keyword in concurrent.futures documentation (GH-130976) (#137811)

Mention the "context manager" keyword in concurrent.futures documentation (GH-130976)
(cherry picked from commit 095bc775ecb5d4213767de3feebaa5a98d8c603c)

Co-authored-by: Jakub Stasiak <jakub@stasiak.at>