GH-82604: fix docs about configuring selector (GH-97755)

(cherry picked from commit 53503ff)

Co-authored-by: Kumar Aditya <[email protected]>

Author: miss-islington

Doc/library/asyncio-eventloop.rst

@@ -1523,9 +1523,12 @@ on Unix and :class:`ProactorEventLoop` on Windows.
       import asyncio
       import selectors
 
-      selector = selectors.SelectSelector()
-      loop = asyncio.SelectorEventLoop(selector)
-      asyncio.set_event_loop(loop)
+      class MyPolicy(asyncio.DefaultEventLoopPolicy):
+         def new_event_loop(self):
+            selector = selectors.SelectSelector()
+            return asyncio.SelectorEventLoop(selector)
+
+      asyncio.set_event_loop_policy(MyPolicy())
 
 
    .. availability:: Unix, Windows.