[Docs] Add a note about subdirectories+per-file directives

I tripped over this, causing presubmit breakages:
https://crrev.com/c/884981. In retrospect, this is sort of obvious (and
would be if I looked at the comments in the source), but...

Bug: None
Test: Looked at the new file in gitiles
Change-Id: I5aac9a0da52b34b15d8947062811779bfeeb070f
Reviewed-on: https://chromium-review.googlesource.com/884988Reviewed-by: Lei Zhang <thestig@chromium.org>
Commit-Queue: George Burgess <gbiv@chromium.org>
Cr-Commit-Position: refs/heads/master@{#532174}

docs/code_reviews.md

@@ -217,6 +217,13 @@ per-file foo.*=a@chromium.org
 per-file readme.txt=*
 ```
 
+Note that `per-file` directives cannot directly specify subdirectories, e.g:
+```
+per-file foo/bar.cc=a@chromium.org
+```
+
+is not OK; instead, place a `per-file` directive in `foo/OWNERS`.
+
 Other `OWNERS` files can be included by reference by listing the path to the
 file with `file://...`. This example indicates that only the people listed in
 `//ipc/SECURITY_OWNERS` can review the messages files: