[DOC] explain newsfragments usage in dev doc

DEVELOP.md

@@ -88,6 +88,37 @@ docker exec -it POSTGRES_CONTAINER_NAME /bin/bash
 
 # Contribute
 
+## Provide newsfragments in your merge requests
+
+If you propose a merge request, please add a newsfragments with it.
+
+A newsfragment is a small file describing what is done in the merge
+request. The file has a extension (e.g. `.feature`, `.bugfix`, etc) that
+describe witch type of modification you are doing. This newsfragment
+file will populate the CHANGES.rst file for the next release.
+Documentation and the full list of default available extension can be
+found [here](https://towncrier.readthedocs.io/en/stable/tutorial.html#creating-news-fragments).
+
+Newsfragments must be put in the `newsfragments` directory at the root
+of the project. You can install `towncrier` via `pipx install
+towncrier`.
+
+The newsfragments file will be processed with `towncrier` by the
+maintainers during the release process.
+
+Use `towncrier create --help` to see the available extension for the
+newsfragement files. The name of the file can be a number referring an
+issue of the project or a
+[slug](https://en.wikipedia.org/wiki/Clean_URL#Slug) that start with
+a `+` symbol.
+
+This is a example of newsfragments.
+
+`newsfragments/+sub-command-cowsay.feature`:
+```
+Adds a new subcommand `cowsay` to allow poeple to speak like a cow.
+```
+
 ## Add python dependencies
 
 If you add new dependencies, you have to:

newsfragments/+update-dev-doc.doc

@@ -0,0 +1 @@
+Add towncrier and newsfragments info in dev documentation.