Document regex on different OSes

Author: echedey-ls

docs/sphinx/source/conf.py

@@ -396,6 +396,8 @@ def setup(app):
     # first group + sep := match folders up to filename
     # negative lookahead + match anything but sep := match filename (if valid)
     # https://sphinx-gallery.github.io/stable/configuration.html#parsing-and-executing-examples-via-matching-patterns  # noqa: E501
+    # unix: gallery_conf["filename_pattern"] = '^(.*)/(?!NX_)([^/]*)$'
+    # windows: gallery_conf["filename_pattern"] = '^(.*)\\\\(?!NX_)([^\\\\]*)$'
     'filename_pattern': rf"^(.*){os_re_sep}(?!NX_)([^{os_re_sep}]*)$",
 
     # directory where function/class granular galleries are stored