Fix: Add documentation link back to warning message

Author: Prachi194agrawal

openml/runs/functions.py

@@ -111,9 +111,10 @@ def run_model_on_task(  # noqa: PLR0913
         avoid_duplicate_runs = openml.config.avoid_duplicate_runs
     if avoid_duplicate_runs and openml.config.apikey is None:
         warnings.warn(
-            "The 'avoid_duplicate_runs' parameter is set to True, but no API key is configured. "
-            "Duplicate runs cannot be checked server-side without authentication. "
-            "The run will proceed, but duplicates may be created.",
+          "The 'avoid_duplicate_runs' parameter is set to True, but no API key is configured. "
+"Duplicate runs cannot be checked server-side without authentication. "
+"Please set your API key (see http://openml.github.io/openml-python/latest/examples/Basics/introduction_tutorial/). "
+"The run will proceed, but duplicates may be created.",
             UserWarning,
             stacklevel=2,
         )