Added a screenshot and call out (#5193)

* Added a screenshot and call out

This is critical to have in our documentation that we MUST check the box for local config if we ever want to manage the collector local and add any files (like database connections - which are not supported by sourceTemplates)

* Update index.md

* add img

---------

Co-authored-by: Kim (Sumo Logic) <[email protected]>
Co-authored-by: Kim Pohas <[email protected]>

Author: itsthepo

docs/send-data/opentelemetry-collector/remote-management/index.md

@@ -23,7 +23,11 @@ The [Sumo Logic Distribution for OpenTelemetry Collector](/docs/send-data/opente
   allowfullscreen
 />
 :::
-  
+
+:::note
+If you want to manage the collector using local configuration files, make sure to check the **Locally Manage Collector** box. If left unchecked, the collector will be managed exclusively by remote configuration by default.<br/><img src={useBaseUrl('img/send-data/remote-mgmt-local.png')} alt="Locally Manage Collector checkbox" />
+:::
+
 **Key features**
 
 * **Tagging collectors**. Tag your OpenTelemetry collectors to categorize and group them. These tags enrich your data, allowing you to use them effectively in dashboards and searches.