[jnigen] Add doc about threading #444

Job	Run time
build_jni_example_android	3m 37s
analyze_jnigen (stable)	56s
analyze_jni	53s
build_jni_example_linux	1m 8s
build_jni_example_windows	3m 27s
run_pdfbox_example_linux	2m 26s
test_jni_macos_minimal	1m 42s
test_jni_windows_minimal	4m 25s
test_jni	1m 40s
test_jnigen_macos_minimal	3m 24s
test_jnigen_windows_minimal	6m 43s
test_jnigen (ubuntu-latest, stable)	7m 32s
test_jnigen (ubuntu-latest, beta)	7m 37s
coveralls_finish	2s
	45m 32s

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