docs: Add debugging udfs docs

[colin-ho]

Changes Made

Add a section in the UDF docs about how to debug udfs

Related Issues

Closes #3796

Checklist

• Documented in API Docs (if applicable)
• Documented in User Guide (if applicable)
• If adding a new documentation page, doc is added to docs/mkdocs.yml navigation
• Documentation builds and is formatted properly (tag @/ccmao1130 for docs review)

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 78.12%. Comparing base (20126e9) to head (cfa7da8).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #4714      +/-   ##
==========================================
+ Coverage   78.02%   78.12%   +0.09%     
==========================================
  Files         867      867              
  Lines      119724   119642      -82     
==========================================
+ Hits        93418    93473      +55     
+ Misses      26306    26169     -137     

see 19 files with indirect coverage changes

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