Mention CHANGES.md in PR template explicitly (#3295)

This makes the location more explicit which hopefully makes the PR
process smoother for other first time contributors.

Co-authored-by: Jelle Zijlstra <jelle.zijlstra@gmail.com>

.github/PULL_REQUEST_TEMPLATE.md

@@ -18,7 +18,7 @@
     Tests are required for bugfixes and new features. Documentation changes
     are necessary for formatting and most enhancement changes. -->
 
-- [ ] Add a CHANGELOG entry if necessary?
+- [ ] Add an entry in `CHANGES.md` if necessary?
 - [ ] Add / update tests if necessary?
 - [ ] Add new / update outdated documentation?