[check_config_docstrings.py] improve diagnostics (#25012)

* [check_config_docstrings.py] improve diagnostics

* style

* rephrase

* fix

utils/check_config_docstrings.py

@@ -85,7 +85,12 @@ def check_config_docstrings_have_checkpoints():
 
     if len(configs_without_checkpoint) > 0:
         message = "\n".join(sorted(configs_without_checkpoint))
-        raise ValueError(f"The following configurations don't contain any valid checkpoint:\n{message}")
+        raise ValueError(
+            f"The following configurations don't contain any valid checkpoint:\n{message}\n\n"
+            "The requirement is to include a link pointing to one of the models of this architecture in the "
+            "docstring of the config classes listed above. The link should have be a markdown format like "
+            "[myorg/mymodel](https://huggingface.co/myorg/mymodel)."
+        )
 
 
 if __name__ == "__main__":