[Custom Issue]: Documentation is missing some informationon how to use Vernier with OpenMP

[mo-mguidolin]

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Are there any linked Issues or Pull Requests?

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Brief description

The documentation is missing some important information on how to use Vernier with OpenMP.

For example:

• The initialise and finalize need to be called by a single thread.
• Vernier is not going to work with untied tasks

TBC

Further details of the issue.

No response