Add note about webhook setup for Gitub Apps (#1041)

<!-- Explain the changes introduced in your PR -->

I didn't see any mention in the docs that GitHub apps automatically
create an incoming webhook.

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Author: gabtorre

docs/admin/code_hosts/github.mdx

@@ -66,6 +66,8 @@ To create a GitHub App and connect it to Sourcegraph:
 
 9. (Optional) If you want to sync repositories from other organization or user namespaces and your GitHub App is set to public visibility, you can create additional installations with **Add installation**.
 
+> NOTE: When you create a GitHub App, Sourcegraph automatically sets up an [incoming webhook](/admin/config/webhooks/incoming) for the app. This webhook subscribes to events for any repository or organization the app has access to, allowing Sourcegraph to keep repository and permission data in sync with GitHub.
+
 > NOTE: If you are using [Batch Changes](/batch-changes/), you can create a GitHub App to perform [commit signing](/admin/config/batch_changes#commit-signing-for-github) (Beta).
 
 ### Multiple installations