Include a section about how Identity works

Many users stumble upon basic Identity/Cookie auth concepts. It would be good if we could describe the identity login/logout processes with a bit of detail (what happens at the HTTP level and why, and what are the general requirements (for example, having an existing request to be able to set a cookie)) so that we can point users when they try to implement their own login for signalr/blazor-server enabled apps.

***Edit by @Rick-Anderson*** From #22096
There is no detailed introduction to RoleManager, UserManager, and SignInManager in the document, especially RoleManager at all.

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#### Document Details

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* ID: 94bfd895-d2af-390b-0801-428b36a27ff4
* Version Independent ID: 0e0d870e-e49a-e16c-c259-68d58e701b8f
* Content: [Introduction to Identity on ASP.NET Core](https://docs.microsoft.com/en-us/aspnet/core/security/authentication/identity?view=aspnetcore-3.0&tabs=visual-studio)
* Content Source: [aspnetcore/security/authentication/identity.md](https://github.com/aspnet/AspNetCore.Docs/blob/master/aspnetcore/security/authentication/identity.md)
* Product: **aspnet-core**
* Technology: **aspnetcore-security**
* GitHub Login: @Rick-Anderson
* Microsoft Alias: **riande**