Document the colocation requirement

Author: gukoff

articles/ai-foundry/agents/how-to/virtual-networks.md

@@ -34,7 +34,14 @@ For customers without an existing virtual network, the Standard Setup with Priva
 ### Known limitations
 
 - Subnet IP address limitation: both subnets must have IP ranges under `172.16.0.0/12` or `192.168.0.0/16`, i.e. class B or C address ranges reserved for private networking.
-- Azure Blob Storage: Using Azure Blob Storage files with the File Search tool isn't supported.
+- Azure Blob Storage: using Azure Blob Storage files with the File Search tool isn't supported.
+- Colocation: all resources that make up the Agent Service must be deployed in the same Azure region. This includes:
+    - AI Foundry account
+    - AI Foundry project
+    - AI Search
+    - Cosmos DB
+    - Storage Account
+    - Virtual Network
 
 ## Prerequisites
 * An Azure subscription - [Create one for free](https://azure.microsoft.com/free/cognitive-services).