gh-104711: Add security warning to the CGIHTTPRequestHandler document (GH-115915)

Author: aisk

Doc/library/http.server.rst

@@ -520,6 +520,12 @@ the ``--cgi`` option::
    :mod:`http.server` command line ``--cgi`` support is being removed
    because :class:`CGIHTTPRequestHandler` is being removed.
 
+.. warning::
+
+   :class:`CGIHTTPRequestHandler` and the ``--cgi`` command line option
+   are not intended for use by untrusted clients and may be vulnerable
+   to exploitation. Always use within a secure environment.
+
 .. _http.server-security:
 
 Security Considerations