docs: Add note recommending PythonCodeExecutionTool as an alternative to CodeExecutorAgent (#5809)

Resolves #5782

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Co-authored-by: Victor Dibia <victordibia@microsoft.com>

python/packages/autogen-agentchat/src/autogen_agentchat/agents/_code_executor_agent.py

@@ -25,6 +25,14 @@ class CodeExecutorAgent(BaseChatAgent, Component[CodeExecutorAgentConfig]):
 
     It is typically used within a team with another agent that generates code snippets to be executed.
 
+    .. note::
+
+        Consider :class:`~autogen_ext.tools.code_execution.PythonCodeExecutionTool`
+        as an alternative to this agent. The tool allows for executing Python code
+        within a single agent, rather than sending it to a separate agent for execution.
+        However, the model for the agent will have to generate properly escaped code
+        string as a parameter to the tool.
+
     Args:
         name: The name of the agent.
         code_executor: The CodeExecutor responsible for executing code received in messages (:py:class:`~autogen_ext.code_executors.docker.DockerCommandLineCodeExecutor` recommended. See example below)