docs: Add README for third_party_auth. (#35608)

common/djangoapps/third_party_auth/README.rst

@@ -0,0 +1,11 @@
+Third Party Auth
+----------------
+
+This djangoapp provides the views and workflows for authenticating into edx-platform with third-party applications, including both OAuth and SAML workflows.
+
+We make use of the `social-auth-app-django`_ as our backend library for this djangoapp.
+
+To enable this feature, check out the `third party authentication documentation`.
+
+.. _social-auth-app-django: https://github.com/python-social-auth/social-app-django
+.. _third party authentication documentation: https://edx.readthedocs.io/projects/edx-installing-configuring-and-running/en/latest/configuration/tpa/index.html