Clarify SSO setup with OAuth 2.0 in the documentation

### Describe the Request

The section on [Single-Sign-On](https://docs.directus.io/self-hosted/sso.html) only has an example for OpenID with Google. If you want to setup pure OAuth client with, say, GitHub that does not support OpenID, you still need to read through the Google OpenID setup to get importent information like how to setup the OAuth redirect URL.

Also, it is not clear from the docs that the `redirect` param of the directus SSO link is not for OAuth redirects but for Directus redirecting back to your frontend after authentication success.

It took me whole day of debugging and even going through the Directus source code to understand this.

I already have the fix ready as a PR, but every PR needs an issue as I understand from the contribution guide.

### Maintainence Strategy

Rarely, as the OAuth protocol is pretty standard and does not change. Would require update if GitHub actually implements OpenID.