Update documentation with additional information about AGW NSG

[jamesrcounts]

Update documentation with additional information about AGW NSG

The issue or feature being addressed

Additional info is needed so customers can decide how to modify Application Gateway Network Security Groups and what rules cannot be modified.

Details on the issue fix or feature implementation

Provides additional details

Confirm the following

• I started this PR by branching from the head of the default branch
• I have targeted the PR to merge into the default branch
• I have included unit tests for the issue/feature
• I have included inline docs for my changes, where applicable
• I have successfully run a local build
• I have provided the required update scripts, where applicable
• I have updated relevant docs, where applicable

Note

Instead of adding X's inside the checkboxes you wish to check above, first submit the PR, then check the boxes in the rendered description.