Add docs explaining requirement to select fk fields.

The ORM requires people to load the foreign keys when limiting the
fields from an association. The docs should point that out.

Refs cakephp/cakephp#4951
Convert to note.

This is probably worth putting in a callout as it can seem as if the ORM
is broken.
Merge pull request #1899 from cakephp/contain-query-builder

Add docs explaining requirement to select fk fields.