Add docs for signal handling (#11041)

I'm not sure if this should go in the CLI reference or not? but here
seems like an okay start. I want to figure out a way to avoid repeating
this content.

docs/concepts/projects/run.md

@@ -63,3 +63,16 @@ print([(k, v["title"]) for k, v in data.items()][:10])
 
 The invocation `uv run example.py` would run _isolated_ from the project with only the given
 dependencies listed.
+
+## Signal handling
+
+uv does not cede control of the process to the spawned command in order to provide better error
+messages on failure. Consequently, uv is responsible for forwarding some signals to the child
+process the requested command runs in.
+
+On Unix systems, uv will forward SIGINT and SIGTERM to the child process. Since shells send SIGINT
+to the foreground process group on Ctrl-C, uv will only forward a SIGINT to the child process if it
+is seen more than once or the child process group differs from uv's.
+
+On Windows, these concepts do not apply and uv ignores Ctrl-C events, deferring handling to the
+child process so it can exit cleanly.