Document 1024 file limitation on Windows. Fixes #855.

doc/gevent.socket.rst

@@ -62,6 +62,8 @@ functions not commonly used by many programs.
           (POSIX platforms like Linux and OS X can use pipes and fifos
           but Windows is limited to sockets).
 
+.. note:: On Windows, gevent is limited to 1024 open sockets.
+
 .. autofunction:: gevent.socket.wait_read
 .. autofunction:: gevent.socket.wait_write
 .. autofunction:: gevent.socket.wait_readwrite

doc/intro.rst

@@ -31,9 +31,15 @@ greenlet__ library.
 gevent 1.1 also runs on PyPy 2.6.1 and above, although 5.0 or above is
 strongly recommended. On PyPy, there are no external dependencies.
 
+gevent is tested on Windows, OS X, and Linux, and should run on most
+other Unix-like operating systems (e.g., FreeBSD, Solaris, etc.)
+
 .. note:: gevent does *not* run on PyPy on Windows because the CFFI backend
           does not build.
 
+.. note:: On Windows, gevent is limited to a maximum of 1024 open
+          sockets due to `limitations in libev`_.
+
 gevent and greenlet can both be installed with `pip`_, e.g., ``pip
 install gevent``. On Windows and OS X, both gevent and greenlet are
 distributed as binary `wheels`_, so no C compiler is required (so long
@@ -50,6 +56,7 @@ __ http://pypi.python.org/pypi/greenlet
 .. _`wheels`: http://pythonwheels.com
 .. _`gevent 1.1`: whatsnew_1_1.html
 .. _`cffi`: https://cffi.readthedocs.io
+.. _`limitations in libev`: http://pod.tst.eu/http://cvs.schmorp.de/libev/ev.pod#WIN32_PLATFORM_LIMITATIONS_AND_WORKA
 
 Common Installation Issues
 --------------------------