add note in session managment directing users to third-party session managers (#293)

Co-authored-by: Jesse Turner <[email protected]>

Author: jesseturner21

docs/user-guide/concepts/agents/session-management.md

@@ -12,6 +12,8 @@ A session represents all of the stateful information that is needed by an agent
 
 Strands provides built-in session persistence capabilities that automatically capture and restore this information, allowing agents to seamlessly continue conversations where they left off.
 
+Beyond the built-in options, [third-party session managers](./#third-party-session-managers) provide additional storage and memory capabilities.
+
 ## Basic Usage
 
 Simply create an agent with a session manager and use it: