feat: add captcha byo mode doc

[pcaillaudm]

Related Issue or Design Document

Checklist

• I have read the contributing guidelines and signed the CLA.
• I have referenced an issue containing the design document if my change introduces a new feature.
• I have read the security policy.
• I confirm that this pull request does not address a security vulnerability.
  If this pull request addresses a security vulnerability,
  I confirm that I got approval (please contact security@ory.com) from the maintainers to push the changes.
• I have added tests that prove my fix is effective or that my feature works.
• I have added the necessary documentation within the code base (if appropriate).

Further comments

[vinckr]

haven't tested the feature but lgtm.
if this is not yet released please add the upstream label so maintainers know that they can skip this PR until the feature is live