Move security note from README into the docs (#19259)

This is a) to simplify the README and b) so that we can easily link to
the security page from e.g. the installation guide.

Follows on from https://github.com/element-hq/synapse/pull/19228

docs/setup/security.md

@@ -0,0 +1,41 @@
+# Security
+
+This page lays out security best-practices when running Synapse.
+
+If you believe you have encountered a security issue, see our [Security
+Disclosure Policy](https://element.io/en/security/security-disclosure-policy).
+
+## Content repository
+
+Matrix serves raw, user-supplied data in some APIs — specifically the [content
+repository endpoints](https://matrix.org/docs/spec/client_server/latest.html#get-matrix-media-r0-download-servername-mediaid).
+
+Whilst we make a reasonable effort to mitigate against XSS attacks (for
+instance, by using [CSP](https://github.com/matrix-org/synapse/pull/1021)), a
+Matrix homeserver should not be hosted on a domain hosting other web
+applications. This especially applies to sharing the domain with Matrix web
+clients and other sensitive applications like webmail. See
+https://developer.github.com/changes/2014-04-25-user-content-security for more
+information.
+
+Ideally, the homeserver should not simply be on a different subdomain, but on a
+completely different [registered
+domain](https://tools.ietf.org/html/draft-ietf-httpbis-rfc6265bis-03#section-2.3)
+(also known as top-level site or eTLD+1). This is because [some
+attacks](https://en.wikipedia.org/wiki/Session_fixation#Attacks_using_cross-subdomain_cookie)
+are still possible as long as the two applications share the same registered
+domain.
+
+
+To illustrate this with an example, if your Element Web or other sensitive web
+application is hosted on `A.example1.com`, you should ideally host Synapse on
+`example2.com`. Some amount of protection is offered by hosting on
+`B.example1.com` instead, so this is also acceptable in some scenarios.
+However, you should *not* host your Synapse on `A.example1.com`.
+
+Note that all of the above refers exclusively to the domain used in Synapse's
+`public_baseurl` setting. In particular, it has no bearing on the domain
+mentioned in MXIDs hosted on that server.
+
+Following this advice ensures that even if an XSS is found in Synapse, the
+impact to other applications will be minimal.