[docs] [issue19876] selectors (and asyncio?): document behaviour on closed files/sockets

[Charles-François Natali]

Charles-François Natali added the comment:

> I will look into the Windows problem, but I suspect the best we can do there is skip the test.

I already took care of that:
http://hg.python.org/cpython/rev/01676a4c16ff

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