[issue45125] Improve tests and docs of how `pickle` works with `SharedMemory` obejcts

[miss-islington]

Change by miss-islington <mariatta.wijaya+miss-islington at gmail.com>:


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nosy: +miss-islington
nosy_count: 3.0 -> 4.0
pull_requests: +27041
pull_request: https://github.com/python/cpython/pull/28675

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<https://bugs.python.org/issue45125>
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