Add python3 dependency documentation and link it from python3 module

Closes #3009

docs/markdown/Dependencies.md

@@ -252,3 +252,15 @@ llvm_dep = dependency(
   'llvm', version : '>= 4.0', modules : ['amdgpu'], optional_modules : ['inteljitevents'],
 )
 ```
+
+## Python3
+
+Python3 is handled specially by meson:
+1. Meson tries to use `pkg-config`.
+1. If `pkg-config` fails meson uses fallback:
+    - On Windows fallback is current `python3` interpreter.
+    - On OSX fallback is framework dependency from `/Library/Frameworks`.
+
+Note that `python3` found by this dependency might differ from the one used in
+`python3` module because modules uses current interpreter but dependency tries
+`pkg-config` first.

docs/markdown/Python-3-module.md

@@ -18,6 +18,10 @@ conventions of the target platform. All positional and keyword
 arguments are the same as for
 [shared_module](Reference-manual.md#shared_module).
 
+`extension_module` does not add any dependencies to the library so user may
+need to add `dependencies : dependency('python3')`, see
+[Python3 dependency](Dependencies.md#Python3).
+
 *Added 0.38.0*
 
 ## language_version