docs: mention LSA protection

The Teleport package that is installed for RDP access as local
Windows users is not signed by Microsoft and therefore will not
load on systems with LSA protection enabled.

Updates gravitational/teleport.e#5615

docs/pages/enroll-resources/desktop-access/getting-started.mdx

@@ -62,6 +62,10 @@ interactively and select the Teleport certificate that you exported when prompte
    - Disables Network Level Authentication (NLA) for remote desktop services.
    - Enables RemoteFX compression, if using Teleport version 15 or newer.
 
+  Note: in order for the Windows Local Security Authority (LSA) to load the Teleport DLL,
+  [LSA protection](https://learn.microsoft.com/en-us/windows-server/security/credentials-protection-and-management/configuring-additional-lsa-protection)
+  must be disabled.
+
 {/*lint ignore ordered-list-marker-value*/}
 5. Restart the computer.