Update openid.md (#13568)

Linking the help article may prevent confusion regarding the creation of the necessary rule using auth0.

docs/openid.md

@@ -174,7 +174,9 @@ oidc_providers:
 
 1. Create a regular web application for Synapse
 2. Set the Allowed Callback URLs to `[synapse public baseurl]/_synapse/client/oidc/callback`
-3. Add a rule to add the `preferred_username` claim.
+3. Add a rule with any name to add the `preferred_username` claim. 
+(See https://auth0.com/docs/customize/rules/create-rules for more information on how to create rules.)
+   
    <details>
     <summary>Code sample</summary>