Add prometheus options to alert management setup docs

What does this MR do?

The Alert docs do not document the possibility of alerts entering from Prometheus.

This bug is fixed in !33928 (merged).

This MR improves the docs to mention Prometheus, and aligns the setup instructions to the changes in the bugfix above.

More info about proposed solution: #218639 (comment 355823730)

⚠ This MR should be merged together with !33928 (merged).

Related issues

Issue: #218639 (closed)

Author's checklist (required)

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When applicable:

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