Write a guide how to integrate with Kong Gateway

[dadrus]

Preflight checklist

• [X] I agree to follow this project's Code of Conduct.
• [X] I have read and am following this repository's Contribution Guidelines."
• [X] I have discussed this feature request with the community.

Describe the background of your feature request

Kong Gateway is flexible cloud native API gateway based on NGINX.

Describe your idea

Even there is no built-in options for integrating external authorization services, like heimdall, there is a huge plug-in eco system. Among others there is e.g. the Kong Oathkeeper Plugin, which should be working with heimdall perfectly well (maybe @timsolov, the maintainer of it can provide more insights)