Explanations about exceptions in the constructor

Based on forum post: https://forum.lazarus.freepascal.org/index.php/topic,72577.msg568551.html#msg568551

Changes the following pages:

• https://www.freepascal.org/daily/doc/ref/refse38.html
• https://www.freepascal.org/daily/doc/ref/refse39.html