documentation: Info about offline s3 bucket key when creating feature group (#2646)

Author: can-sun

src/sagemaker/feature_store/feature_group.py

@@ -457,6 +457,13 @@ def create(
             online_store_kms_key_id (str): KMS key id for online store.
             enable_online_store (bool): whether to enable online store or not.
             offline_store_kms_key_id (str): KMS key id for offline store.
+                If a KMS encryption key is not specified, SageMaker encrypts all data at
+                rest using the default AWS KMS key. By defining your bucket-level key for
+                SSE, you can reduce the cost of AWS KMS requests.
+                For more information, see
+                `Bucket Key
+                <https://docs.aws.amazon.com/AmazonS3/latest/userguide/bucket-key.html>`_
+                in the Amazon S3 User Guide.
             disable_glue_table_creation (bool): whether to turn off Glue table creation no not.
             data_catalog_config (DataCatalogConfig): configuration for Metadata store.
             description (str): description of the FeatureGroup.