Improve documentation of special events

* doc/lispref/commands.texi (Misc Events): Explain how to bind
special events to commands.

doc/lispref/commands.texi

@@ -1845,6 +1845,13 @@ is, after a prefix key---then Emacs reorders the events so that this
 event comes either before or after the multi-event key sequence, not
 within it.
 
+  Some of these special events, such as @code{delete-frame}, invoke
+Emacs commands by default; others are not bound.  If you want to
+arrange for a special event to invoke a command, you can do that via
+@code{special-event-map}.  The command you bind to a function key in
+that map can then examine the full event which invoked it in
+@code{last-input-event}.  @xref{Special Events}.
+
 @node Event Examples
 @subsection Event Examples