Add docs comment that "verbatim" C code is at least parsed as normal docstring.

Closes #2484.

docs/src/userguide/external_C_code.rst

@@ -355,6 +355,10 @@ It is also possible to combine a header file and verbatim C code::
 In this case, the C code ``#undef int`` is put right after
 ``#include "badheader.h"`` in the C code generated by Cython.
 
+Note that the string is parsed like any other docstring in Python.
+If you require character escapes to be passed into the C code file,
+use a raw docstring, i.e. ``r""" ... """``.
+
 
 Using Cython Declarations from C
 ================================