[docs] Add note in the Contributing guide about linking issues to a PR (

#32174)

Co-authored-by: Sam Sycamore <71297412+samuelsycamore@users.noreply.github.com>

CONTRIBUTING.md

@@ -122,6 +122,10 @@ Because we will only merge a Pull Request for which all tests pass. The followin
 
 If you have missed a step, don't worry, the Continuous Integration will run a thorough test on your commits and the maintainers of the project can assist.
 
+If your pull request addresses an open issue, make sure to link the PR to that issue.
+Use any [supported GitHub keyword](https://docs.github.com/en/issues/tracking-your-work-with-issues/linking-a-pull-request-to-an-issue#linking-a-pull-request-to-an-issue-using-a-keyword) in the PR description to automatically link them.
+This makes it easier to understand where the PR is coming from and also speeds things up as the issue gets closed when the PR is merged.
+
 #### Checks and how to fix them
 
 If any of the checks fails click on the _Details_