📝 Add docs annotations for source examples

docs_src/tutorial/insert/annotations/en/tutorial003.md

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+1. We use a function `create_heroes()` to put this logic together.
+
+2. Create each of the objects/instances of the `Hero` model.
+
+    Each of them represents the data for one row.
+
+3. Use a `with` block to create a `Session` using the `engine`.
+
+    The new **sesion** will be assigned to the variable `session`.
+
+    And it will be automatically closed when the `with` block is finished.
+
+4. Add each of the objects/instances to the **session**.
+
+    Each of these objects represents a row in the database.
+
+    They are all waiting there in the session to be saved.
+
+5. **Commit** the changes to the database.
+
+    This will actually send the data to the database.
+
+    It will start a transaction automatically and save all the data in a single batch.
+
+6. By this point, after the `with` block is finished, the **session** is automatically closed.
+
+7. We have a `main()` function with all the code that should be executed when the program is called as a **script from the console**.
+
+    That way we can add more code later to this function.
+
+    We then put this function `main()` in the main block below.
+
+    And as it is a single function, other Python files could **import it** and call it directly.
+
+8. In this `main()` function, we are also creating the database and the tables.
+
+    In the previous version, this function was called directly in the main block.
+
+    But now it is just called in the `main()` function.
+
+9. And now we are also creating the heroes in this `main()` function.
+
+10. We still have a main block to execute some code when the program is run as a script from the command line, like:
+
+    <div class="termy">
+
+    ```console
+    $ python app.py
+
+    // Do whatever is in the main block 🚀
+    ```
+
+    </div>
+
+11. There's a single `main()` function now that contains all the code that should be executed when running the program from the console.
+
+    So this is all we need to have in the main block. Just call the `main()` function.