Document CORS requirement for asset host (#6941)

.env.production.sample

@@ -81,6 +81,10 @@ SMTP_FROM_ADDRESS=notifications@example.com
 # PAPERCLIP_ROOT_URL=/system
 
 # Optional asset host for multi-server setups
+# The asset host must allow cross origin request from WEB_DOMAIN or LOCAL_DOMAIN
+# if WEB_DOMAIN is not set. For example, the server may have the
+# following header field:
+# Access-Control-Allow-Origin: https://example.com/
 # CDN_HOST=https://assets.example.com
 
 # S3 (optional)