DH_check: Emphasize the importance of return value check

Reviewed-by: Matt Caswell <matt@openssl.org>
Reviewed-by: Tom Cosgrove <tom.cosgrove@arm.com>
Reviewed-by: Paul Dale <pauli@openssl.org>
(Merged from #22262)

(cherry picked from commit f7b8013)

doc/man3/DH_generate_parameters.pod

@@ -128,6 +128,10 @@ The parameter B<j> is invalid.
 
 =back
 
+If 0 is returned or B<*codes> is set to a nonzero value the supplied
+parameters should not be used for Diffie-Hellman operations otherwise
+the security properties of the key exchange are not guaranteed.
+
 DH_check_ex(), DH_check_params() and DH_check_pub_key_ex() are similar to
 DH_check() and DH_check_params() respectively, but the error reasons are added
 to the thread's error queue instead of provided as return values from the