docs(duckdb): add installation note for duckdb >= 0.5.0

docs/backends/DuckDB.md

@@ -5,6 +5,14 @@ backend_module: duckdb
 backend_param_style: a path to a DuckDB database
 backend_connection_example: ibis.duckdb.connect("path/to/my.duckdb")
 development_only: false
+intro: |
+  !!! danger "`duckdb` >= 0.5.0 requires `duckdb-engine` >= 0.6.2"
+
+      If you encounter problems when using `duckdb` >= **0.5.0** you may need to
+      upgrade `duckdb-engine` to at least version **0.6.2**.
+
+      See [this issue](https://github.com/ibis-project/ibis/issues/4503) for
+      more details.
 ---
 
 {% include 'backends/template.md' %}