chore(docs): update cognito provider doc (#10622)

Co-authored-by: Nico Domino <[email protected]>

Author: markCwatson

docs/pages/getting-started/providers/cognito.mdx

@@ -9,6 +9,7 @@ import { Code } from "@/components/Code"
 
 - [Cognito Portal](https://console.aws.amazon.com/cognito/v2/home)
 - [Cognito OAuth documentation](https://docs.aws.amazon.com/cognito/latest/developerguide/cognito-userpools-server-contract-reference.html)
+- [Cognito Hosted Domain](https://docs.aws.amazon.com/cognito/latest/developerguide/cognito-user-pools-assign-domain.html)
 
 ## Setup
 
@@ -93,6 +94,11 @@ You need to select your AWS region to go the the Cognito dashboard.
   to be confused with the App Client ID.
 </Callout>
 
+<Callout type="info">
+  Before you can set these settings, you must set up an Amazon Cognito hosted
+  domain. The setting can be found in `App Client/Edit Hosted UI`.
+</Callout>
+
 <Callout type="warning">
   Make sure you select all the appropriate client settings or the OAuth flow
   will not work.