select.select(): Add note that though this function accepts empty lists,

select.select():  Add note that though this function accepts empty lists,
                  using *only* empty lists may not be acceptable on all
                  platforms, with the specific caveat that it does not
                  work on Windows.  Also clarified list of acceptable
                  objects that may be in the lists, to let the user know
                  that file objects are not usable here on Windows.