DOC: Instructions for generate_legacy_storage_files

[jbrockmendel]

The usage instructions at the top of tests.io.test_pickle are inaccurate. Maybe something in contributing docs?

[sinhrks]

I think the issue should be solved by fixing generate_legacy_storage_files.py, but it's nice to add a document related to this.

[jreback]

see #17733, not averse to adding to contributing.rst, but this is a rather specific topic which doesn't come up all that often. The in-file documentation should be enough.