gh-85076: Document exceptions that can be raised by importlib.import_module (GH-94662)

Author: kj7rrv

Doc/library/importlib.rst

@@ -124,6 +124,10 @@ Functions
     need to call :func:`invalidate_caches` in order for the new module to be
     noticed by the import system.
 
+    If the module cannot be imported, :func:`import_module` will raise
+    :exc:`ImportError` or an appropriate subclass like
+    :exc:`ModuleNotFoundError`.
+
     .. versionchanged:: 3.3
        Parent packages are automatically imported.