Improve errors reporting and documentation

[maclandrol]

This was reported by César Miguel in the slack channel:

I don't have any particular notions as of now, but simply a descriptive error message hinting at the way 
FeatConcat/MoleculeTransformer etc interact as opposed to the current "Cannot transform molecule..."
would probably be a great starting point. 
...
Maybe just writing the logic behind the use of each of these and/or their intended use 
cases/best practices beyond the current "base case" functionalities somewhere in the docs? 

Proposed actions:

• [ ] a quick table that explains and summarize what each of the Transformer classes do differently to help guide users.
• [ ] forwarding deeper level exception to the users