docs: add docs to point to DNS zone

Author: Simon Emms

README.md

@@ -7,7 +7,7 @@ Before starting the installation process, you need:
 - A user account with "Owner" IAM rights on the subscription
 - A `.env` file with basic details about the environment.
   - We provide an example of such file [here](.env.example).
-- [Docker](https://docs.docker.com/engine/install/) installed on your machine, or better, a Gitpod workspace :)
+- [Docker](https://docs.docker.com/engine/install/) installed on your machine, or better, a Gitpod workspace :) 
 
 ## Azure authentication
 
@@ -37,6 +37,24 @@ The whole process takes around twenty minutes. In the end, the following resourc
 - [Jaeger operator](https://github.com/jaegertracing/helm-charts/tree/main/charts/jaeger-operator) - and Jaeger deployment for Gitpod distributed tracing.
 - [gitpod.io](https://github.com/gitpod-io/gitpod) deployment.
 
+## DNS records
+
+> This setup will work even if the parent domain is not owned by a DNS zone in the Azure portal.
+
+The recommended setup is to have `SETUP_MANAGED_DNS` to be `true` which will create an
+[Azure DNS zone](https://docs.microsoft.com/en-us/azure/dns/dns-zones-records) for your
+domain. When the zone is created, you will see various nameserver records (with type `NS`), such
+as `ns1-xx.azure-dns.com`, `ns2-xx.azure-dns.net`, `ns3-xx.azure-dns.org` and `ns4-xx.azure-dns.info`
+(where `xx` is the number randomly assigned by Azure).
+
+In the DNS manager for the parent domain (eg, `example.com`), create a nameserver record for
+each of the nameservers generated by Azure under the subdomain used (eg, `gitpod.example.com`).
+This is what it would look like if your parent domain was using Cloudflare.
+
+![Cloudflare DNS manager](./images/dns-record.png "Cloudflare DNS manager")
+
+Once applied, please allow a few minutes to for DNS propagation.
+
 ### Common errors running make install
 
 - Insufficient regional quota to satisfy request