[3.13] gh-87281: Improve documentation for locale.setlocale() and locale.getlocale() (GH-137313) (GH-137723)

Add a section explaining the locale name formats.
(cherry picked from commit 15ab45775cb01e4baab6af6016347a6f95124e23)

Co-authored-by: Serhiy Storchaka <storchaka@gmail.com>