Add information about which external connections are needed in documentation

[edersonbrilhante]

I think could be useful to add information about which external links are needed for the scans to work.
I am asking that because I am working in an environment with proxy and I got a lot of errors because the tools need external access.

[rafaveira3]

Hey, @edersonbrilhante! Thanks a lot for this feedback. At this moment we are coding the huskyCI site + documentation using Docusaurus and we will try to work on this! Stay tunned!