Add Skip the Auth0 login page to FAQ (#1324)

### Changes

Adds an additional entry to the FAQ about skipping the Auth0 login page,
after having a conversation with someone that was confused about this.

### References

N/A

### Testing

N/A

### Checklist

- [x] I have read the [Auth0 general contribution
guidelines](https://github.com/auth0/open-source-template/blob/master/GENERAL-CONTRIBUTING.md)
- [x] I have read the [Auth0 Code of
Conduct](https://github.com/auth0/open-source-template/blob/master/CODE-OF-CONDUCT.md)
- [x] All code quality tools/guidelines have been run/followed

---------

Co-authored-by: Gyanesh Gouraw <160731216+gyaneshgouraw-okta@users.noreply.github.com>

Author: frederikprijck

FAQ.md

@@ -181,3 +181,22 @@ const client = new Auth0Client({
 ```
 
 In this case, the loading of the `Worker` would comply with a CSP that included `'self'`. You can follow similar steps if you'd prefer to copy the file to your own CDN instead.
+
+## Skip the Auth0 login page?
+
+When integrating with third party providers such as Google or Microsoft, being redirected to Auth0 before being redirected to the corresponding provider can be sub-optimal in terms of user-experience.
+If you only have a single connection enabled, or you know up front how the user wants to authenticate, you can set the `connection` parameter when calling `loginWithRedirect()` or `loginWithPopup()`:
+
+```
+loginWithRedirect({
+  // ...
+  authorizationParams: {
+    connection: 'connection_logical_identifier'
+  }
+})
+```
+
+Doing so for connections such as Google or Microsoft, would automatically redirect you to them instead of showing the Auth0 login page first.
+
+ℹ️ You can find the connection's logical identifier as the **connection name** in the connection settings in the Auth0 dashboard for your tenant.
+