Mention cells session cookie in docs

What does this MR do and why?

Explains how to set a cookie to target a different cell.

Associated MR: gitlab!194660 (merged)

MR acceptance checklist

This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.

• Commits include Changelog: trailer
• I have evaluated the MR acceptance checklist for this MR.