Fix VMS installation - Document in CHANGES.md
Fix VMS installation - Document in CHANGES.md

Reviewed-by: Tomas Mraz <tomas@openssl.org>
Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/16842)

(cherry picked from commit 2daa2a0d00c39e9ff1d79d296c3d48b3db1e72ce)

openssl/openssl,openssl/openssl,openssl/openssl,openssl/openssl,openssl/openssl,openssl/openssl