add warning when using gradient_checkpointing with FSDP full shard

[yundai424]

What does this PR do?

Add a warning when using FSDP full shard with gradient_checkpointing training arg to encourage users to use fsdp config's activation_checkpointing instead.

Fixes #30404

Before submitting

• [ ] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
• [x] Did you read the contributor guideline, Pull Request section?
• [x] Was this discussed/approved via a Github issue or the forum? Please add a link to it if that's the case.
• [ ] Did you make sure to update the documentation with your changes? Here are the documentation guidelines, and here are tips on formatting docstrings.
• [ ] Did you write any new necessary tests?

Who can review?

Anyone in the community is free to review the PR once the tests have passed. Feel free to tag members/contributors who may be interested in your PR. @SunMarc @muellerzr