How to display a warning message on the contact form ?

How to do this, because contact forms do not seem to be supported by this module.

There is nothing that needs specific support to do what you're asking for. Just use the Controller found to handle request event to get started, then check if the current request is on the contact form, and then output a message with the available action plugins.

@jurgenhaas Very good thanks, is this the right condition in the capture? I don't see what other conditions could be applied

Yes, that looks about right.