Add upgrade instructions

Author: GromNaN

UPGRADE-2.16.md

@@ -0,0 +1,10 @@
+# UPGRADE FROM 2.15 to 2.16
+
+## Lazy Proxy Directory
+
+Using proxy classes with PHP 8.4+ is deprecated, only native lazy objects will
+be supported in MongoDB ODM 3.0.
+
+Calling `Doctrine\ODM\MongoDB\Configuration::setProxyDir()` or
+`Doctrine\ODM\MongoDB\Configuration::getProxyDir()` is deprecated and triggers
+a deprecation notice when using native lazy objects.