Docs: Private key note added

[RounakDhillon]

Describe your changes:

Fixes

I worked on ... because adding Private key note.

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Type of change:

• [ ] Bug fix
• [ ] Improvement
• [ ] New feature
• [ ] Breaking change (fix or feature that would cause existing functionality to not work as expected)
• [x] Documentation

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Checklist:

• [x] I have read the CONTRIBUTING document.
• [ ] My PR title is Fixes <issue-number>: <short explanation>
• [ ] I have commented on my code, particularly in hard-to-understand areas.
• [ ] For JSON Schema changes: I updated the migration scripts or explained why it is not needed.

[github-actions[bot]]

Hi there 👋 Thanks for your contribution!

The OpenMetadata team will review the PR shortly! Once it has been labeled as safe to test, the CI workflows will start executing and we'll be able to make sure everything is working as expected.

Let us know if you need any help!