Add a changelog entry.

diff --git a/doc/news/changes/minor/20221004Bangerth b/doc/news/changes/minor/20221004Bangerth
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+New: We now instruct doxygen to build the documentation with multiple
+threads, substantially reducing the amount of time it takes to
+complete this step.
+<br>
+(Wolfgang Bangerth, 2022/10/04)