[DOCS] Added ML limitation (elastic/x-pack-elasticsearch#4081)

Original commit: elastic/x-pack-elasticsearch@378bf49b1d

docs/en/ml/limitations.asciidoc

@@ -55,6 +55,15 @@ If you do not specify an end date when you start a {dfeed}, the job
 remains open when you stop the {dfeed}. This behavior avoids the overhead
 of closing and re-opening large jobs when there are pauses in the {dfeed}.
 
+[float]
+=== Jobs created in {kib} must use {dfeeds}
+
+If you create jobs in {kib}, you must use {dfeeds}. If the data that you want to
+analyze is not stored in {es}, you cannot use {dfeeds} and therefore you cannot
+create your jobs in {kib}. You can, however, use the {ml} APIs to create jobs
+and to send batches of data directly to the jobs. For more information, see
+<<ml-dfeeds>> and <<ml-api-quickref>>.
+
 [float]
 === Post data API requires JSON format