Add example for registering callbacks with trainers
# What does this PR do?

Fixes the issue addressed in #9036 by adding an example for registering a custom callback with the Trainer.


## Before submitting
- [x] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
- [x] Did you read the [contributor guideline](https://github.com/huggingface/transformers/blob/master/CONTRIBUTING.md#start-contributing-pull-requests),
      Pull Request section?
- [ ] Was this discussed/approved via a Github issue or the [forum](https://discuss.huggingface.co/)? Please add a link
      to it if that's the case.
- [ ] Did you make sure to update the documentation with your changes? Here are the
      [documentation guidelines](https://github.com/huggingface/transformers/tree/master/docs), and
      [here are tips on formatting docstrings](https://github.com/huggingface/transformers/tree/master/docs#writing-source-documentation).
- [ ] Did you write any new necessary tests?

Fixes: https://github.com/huggingface/transformers/issues/9036

## Who can review?

Anyone in the community is free to review the PR. But @sgugger seems the most appropriate.
Thanks for updating, this looks great!