fix: Update the deprecation message to link to the docs (#6211)

The deprecation message is currently a bit confusing. Users may not
understand what is `[features].x`. I updated the docs and the
deprecation message for more guidance.

---------

Co-authored-by: Gabriel Peal <gpeal@users.noreply.github.com>

codex-rs/cli/src/mcp_cmd.rs

@@ -353,7 +353,9 @@ async fn run_login(config_overrides: &CliConfigOverrides, login_args: LoginArgs)
         .context("failed to load configuration")?;
 
     if !config.features.enabled(Feature::RmcpClient) {
-        bail!("OAuth login is only supported when [features].rmcp_client is true in config.toml.");
+        bail!(
+            "OAuth login is only supported when [features].rmcp_client is true in config.toml. See https://github.com/openai/codex/blob/main/docs/config.md#feature-flags for details."
+        );
     }
 
     let LoginArgs { name, scopes } = login_args;