Clarify how to serve static assets for 3PID session views

docs/threepids/session/session-views.md

@@ -26,6 +26,14 @@ Two configuration keys are available that accept paths to HTML templates:
 - `success`
 - `failure`
 
+### Serving static assets
+mxisd will not serve any static asset (images, JS, CSS, etc.). If such are needed, you will need to serve them using the
+reverse proxy sitting in front of mxisd using a path outside of the `/_matrix/identity/` namespace. We advise using
+the base path `/static/` for such use cases, allowing to remain under the same hostname/origin.
+
+You can also serve such assets using absolute URL, possibly under other domains, but be aware of Cross-Origin restrictions
+in browsers which are out of scope of mxisd.
+
 ## Placeholders
 ### Success
 No object/placeholder are currently available.