MAINT: Add a warning not to modify auto-generated files

[david-cortes-intel]

Description

This PR adds a warning note on auto-generated makefiles to not modify them manually. It also removes the copyright headers from them since they are auto-generated.

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

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[icfaust]

If they are auto-generated, should we remove them and add them to .gitignore? Otherwise the PR is straightforward.

[david-cortes-intel]

If they are auto-generated, should we remove them and add them to .gitignore? Otherwise the PR is straightforward.

I'd say no, because they are generated by a command that is not triggered by the docs build (sphinx-quickstart, not sure if this comes from the regular Sphinx package), which has lots of options for how to trigger it that have effects on the resulting file.