improve file sd docs (thanos-io#2724)

Signed-off-by: Povilas Versockas <[email protected]>

docs/components/query.md

@@ -234,6 +234,25 @@ If `PathPrefixStrip: /some-path` option or `traefik.frontend.rule.type: PathPref
 Kubernetes Ingress annotation is set, then `Traefik` writes the stripped prefix into X-Forwarded-Prefix header.
 Then, `thanos query --web.prefix-header=X-Forwarded-Prefix` will serve correct HTTP redirects and links prefixed by the stripped path.
 
+## File SD
+
+`--store.sd-file` flag provides a path to a JSON or YAML formatted file, which contains a list of targets in [Prometheus target format](https://prometheus.io/docs/prometheus/latest/configuration/configuration/#file_sd_config).
+
+Example file SD file in YAML:
+
+```
+- targets:
+  - prometheus-0.thanos-sidecar:10901
+  - prometheus-1.thanos-sidecar:10901
+  - thanos-store:10901
+  - thanos-short-store:10901
+  - thanos-rule:10901
+- targets:
+  - prometheus-0.thanos-sidecar.infra:10901
+  - prometheus-1.thanos-sidecar.infra:10901
+  - thanos-store.infra:10901
+```
+
 
 ## Flags