Mention backend configuration in backend documentation

[steinybot]

File: themes/default/content/docs/intro/concepts/state.md

I read the Backend documentation and was still unaware that there was a backend.url option available in the Pulumi.yaml file and I had to ask in Slack. I think this should be mentioned somewhere with a link to https://www.pulumi.com/docs/reference/pulumi-yaml/#project-configuration-reference:~:text=backend,-%3A.