[Docs] Update auth_setup.rst

[pranshustuff]

Tracking issue

Closes #5552

Why are the changes needed?

The docs had a few issues as mentioned in the issue and the intro was slightly hard to read and understand.

What changes were proposed in this pull request?

1. The steps for MS Entra ID tab in Identity Management layer : OIDC were updated and formatted in detail, to keep up with Azure UI changes.
2. The indentation for configmap.adminServer.security was corrected.
3. Steps 8 onward were taken out of the Notes block.
4. The introduction to Identity server and authorization server was formatted for better readability.

Check all the applicable boxes

• [x] I updated the documentation accordingly.
• [x] All new and existing tests passed.
• [x] All commits are signed-off.

Docs link

Authenticating in Flyte page, changes mentioned above