CODING_STYLE: Add a section of the naming convention

Several maintainers have expressed a stronger preference
to use '-' when in filename and option that contains multiple
words.

So document it in CODING_STYLE.

Signed-off-by: Julien Grall <jgrall@amazon.com>

CODING_STYLE

@@ -144,6 +144,15 @@ separate lines and each line should begin with a leading '*'.
  * Note beginning and end markers on separate lines and leading '*'.
  */
 
+Naming convention for files and command line options
+----------------------------------------------------
+
+'-' should be used to separate words in commandline options and filenames.
+E.g. timer-works.
+
+Note that some of the options and filenames are using '_'. This is now
+deprecated.
+
 Emacs local variables
 ---------------------