Write some doc about subscription lifecycle management

docs/usage/notifications/Subscriptions.md

@@ -39,6 +39,12 @@ subscription.EventFilters = listOfEvents;
 ```
 Where listOfEvents is a `List<string>` containing each event to subscribe to.
 
+
+### Lifecyle management
+
+Users of this SDK is responsible for managing the lifecyle of `subscription`. In order to keep it alive, you need to make sure that it will not be garbage collected. So most likely you want to make `subscription` a class variable instead of a local variable.
+
+
 ### Casting SubscriptionEventArgs
 
 #### Casting on Notification