Updated documentation about custom rules

The documentation about custom rules does not specify that creating an
exception for the rule is necessary. This commit will add that to the
documentation with an example to make it explicit.

Co-authored-by: Henrique Moody <henriquemoody@gmail.com>

docs/feature-guide.md

@@ -260,6 +260,30 @@ v::with('My\\Validation\\Rules', true);
 v::alnum(); // Try to use "My\Validation\Rules\Alnum" if any
 ```
 
+If you're using the `assert()` or `check()` methods you also need to create an
+Exception to declare the messages returned:
+
+```php
+namespace My\Validation\Exceptions;
+
+use Respect\Validation\Exceptions\ValidationException;
+
+class MyRuleException extends ValidationException
+{
+    public static $defaultTemplates = [
+        self::MODE_DEFAULT => [
+            self::STANDARD => '{{name}} must pass my rules',
+        ],
+        self::MODE_NEGATIVE => [
+            self::STANDARD => '{{name}} must not pass my rules',
+        ]
+    ];
+}
+```
+
+Notice that while the namespace of the rule is `My\Validation\Rules` the
+namespace of the exception is `My\Validation\Exceptions`.
+
 ## Validator name
 
 On `v::attribute()` and `v::key()`, `{{name}}` is the attribute/key name. For others,