Provide a warning when using custom toolchains with extra components

[rami3l]

#4250 currently does not provide any custom toolchain validity check when provided with extra components, such as in the configuration below:

[toolchain]
channel = "ms-1.84.1"
targets = [
    "aarch64-pc-windows-msvc",
    "x86_64-pc-windows-msvc",
]

I think it will probably be worthwhile to add a warning clarifying that we are not doing any checks, as demonstrated in the new test.
#4250 (comment)

[wesleywiser]

Is the intent to provide a one-time warning, or one-time warning per toolchain or something else?

[rami3l]

Is the intent to provide a one-time warning, or one-time warning per toolchain or something else?

@wesleywiser We definitely don't want to spam you with warnings, but that will depend on whether the detection of optional components is available in the first place, so I might tackle #4251 and then come back to this one.