Social SDK In-Game Direct Message Settings

Adds documentation that outlines how the Social SDK can open the
settings for direct messages in the Discord Client.

Author: markmandel

docs/discord-social-sdk/development-guides/sending-direct-messages.mdx

@@ -104,6 +104,21 @@ You can use this metadata to render a placeholder message for players and can li
 
 There is also more information about [messages in the Discord API](/docs/resources/message) documentation.
 
+## In-Game Direct Message Settings
+
+The Discord client provides a preference screen for users to be able to control who can DM them in-game via the
+Social SDK.
+
+![Discord content and social - Connected game settings](images/social-sdk/development-guides/discord-game-dm-settings.png)
+
+You cannot control these settings directly with the Social SDK. However, you can call
+[`Client::OpenConnectedGamesSettingsInDiscord`], which opens the Connected Games settings in the Discord client,
+where users can manage their direct messaging settings related to games using the Discord Social SDK.
+
+If the client isn't connected or the user is a provisional account, this function does nothing.
+
+It is always a no-op for console platforms.
+
 ---
 
 ## Next Steps
@@ -128,13 +143,15 @@ Now that you know how to send and receive messages, check out these other Discor
 
 ## Change Log
 
-| Date           | Changes         |
-|----------------|-----------------|
-| March 17, 2025 | initial release |
+| Date           | Changes             |
+|----------------|---------------------|
+| May 06, 2025   | link to DM Settings |
+| March 17, 2025 | initial release     |
 
 {/* Autogenerated Reference Links */}
 [`ChannelHandle`]: https://discord.com/developers/docs/social-sdk/classdiscordpp_1_1ChannelHandle.html#a251a2799d80ce466b4e7c0c7a05801fb
 [`Client::CanOpenMessageInDiscord`]: https://discord.com/developers/docs/social-sdk/classdiscordpp_1_1Client.html#ae2aac143a691091691c5cc75aa07dace
+[`Client::OpenConnectedGamesSettingsInDiscord`]: https://discord.com/developers/docs/social-sdk/classdiscordpp_1_1Client.html#a24f268f5eebe9919a3f774354eb577e0
 [`Client::OpenMessageInDiscord`]: https://discord.com/developers/docs/social-sdk/classdiscordpp_1_1Client.html#a66b8f85b14403a5d5ea125f39aa6e1b1
 [`Client::SetMessageCreatedCallback`]: https://discord.com/developers/docs/social-sdk/classdiscordpp_1_1Client.html#a28325a8e8c688a84ac851da4bc86e148
 [`Client::SetMessageDeletedCallback`]: https://discord.com/developers/docs/social-sdk/classdiscordpp_1_1Client.html#a2b6079eded10bea29abbb9695702637b