Update CONTRIBUTING.md

Author: lmazuel

CONTRIBUTING.md

@@ -3,6 +3,10 @@
 If you would like to become an active contributor to this project please
 follow the instructions provided in [Microsoft Azure Projects Contribution Guidelines](https://opensource.microsoft.com/collaborate/).
 
+## Generated code
+
+If you want to contribute to a file that is generated (header contains `Code generated by Microsoft (R) AutoRest Code Generator.`), the best approach to open a PR on the initial Swagger specification, as we can NOT merge a PR on generated code (it would be replaced by next generation). See https://github.com/Azure/azure-rest-api-specs/ for details.
+
 ## Building and Testing
 
 The Azure SDK team's Python CI leverages the tool `tox` to distribute tests to virtual environments, handle test dependency installation, and coordinate tooling reporting during PR/CI builds. This means that a dev working locally can reproduce _exactly_ what the build machine is doing.