Add in description of using multiple headers env variable (#681)

Added note from
https://github.com/sourcegraph/src-cli/blob/main/AUTH_PROXY.md

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Author: morgangauth

docs/cli/explanations/env.mdx

@@ -33,6 +33,14 @@ SRC_HEADER_AUTHORIZATION="Bearer $(curl http://service.internal.corp)" SRC_HEADE
 
 In the above example, the headers `authorization: Bearer my-generated-token` and `extra: metadata` will be threaded to all HTTP requests to your instance. Multiple such headers can be supplied.
 
+An alternative to the above when passing in multiple headers or headers with dashes is to make use of the `SRC_HEADERS` environment variable as follows:
+
+```sh
+SRC_HEADERS="AUTHORIZATION:Bearer somerandom_string\nClient-ID:client-one\nextra:metadata"
+```
+
+Note: The different header keys and values need to separated by a new line ("\n"). In the above example, the headers `authorization: Bearer somerandom_string`, `client-id: client-one` and `extra: metadata` will be threaded to all HTTP requests to your instance.
+
 Example passing env vars via a shell config file:
 In the .zshrc -
 ```bash