Unreal Engine: Tracing API docs update (#14877)

This PR documents that transactions and spans can be automatically
linked to captured errors/events in Unreal Engine.

Related to getsentry/sentry-unreal#1075

Author: tustanivsky

docs/platforms/unreal/tracing/instrumentation/custom-instrumentation.mdx

@@ -14,6 +14,8 @@ To capture transactions and spans customized to your organization's needs, you m
 
 <PlatformContent includePath="performance/add-spans-example" />
 
+<PlatformContent includePath="performance/connect-errors-spans" />
+
 <PlatformContent includePath="performance/improving-data" />
 
 ## Distributed Tracing

platform-includes/performance/connect-errors-spans/unreal.mdx

@@ -0,0 +1,34 @@
+## Connect Errors With Spans
+
+Sentry errors can be linked to transactions and spans. Errors that are sent to Sentry while the transaction or span bound to the scope is running, will be linked automatically.
+
+By default, transactions and spans are not bound to the scope. To bind them, you must explicitly pass `true` to the `BindToScope` parameter when calling `USentrySubsystem::StartTransaction`, `USentryTransaction::StartChildSpan` or `USentrySpan::StartChild` functions.
+
+```cpp
+USentrySubsystem* SentrySubsystem = GEngine->GetEngineSubsystem<USentrySubsystem>();
+
+// Transaction bound to the current scope
+USentryTransaction* transaction = SentrySubsystem->StartTransaction(
+    TEXT("transaction name"),
+    TEXT("transaction operation"),
+    true
+);
+
+// Child span bound to the current scope
+USentrySpan* span = transaction->StartChildSpan(
+    TEXT("span name"),
+    TEXT("span description"),
+    true
+);
+
+USentryEvent* ErrorEvent = NewObject<USentryEvent>();
+ErrorEvent->Initialize();
+ErrorEvent->SetLevel(ESentryLevel::Error);
+ErrorEvent->SetMessage(TEXT("Error message"));
+
+// Error event will be linked to the span
+SentrySubsystem->CaptureEvent(ErrorEvent);
+
+span->Finish();
+transaction->Finish();
+```