Security training - add docs note about offline instances
What does this MR do and why?
Describe in detail what your merge request does and why.
Reported in #384506 (closed), our Security Training integration doesn't work in an offline/airgapped environment.
This MR adds a note to the docs at https://docs.gitlab.com/ee/user/application_security/vulnerabilities/#enable-security-training-
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Related to #384506 (closed)