Document PostgreSQL fallback host connection strings (#25461)

Author: deepujain

airflow-core/docs/howto/set-up-database.rst

@@ -276,6 +276,14 @@ If you use a current Postgres user with custom search_path, search_path can be c
 
 For more information regarding setup of the PostgreSQL connection, see `PostgreSQL dialect <https://docs.sqlalchemy.org/en/20/dialects/postgresql.html>`__ in SQLAlchemy documentation.
 
+.. note::
+
+   PostgreSQL connection strings can include multiple fallback hosts when you use the ``psycopg2`` driver.
+   Use SQLAlchemy's documented PostgreSQL URL format for this setup, because each fallback host must be
+   passed in a form that the SQLAlchemy dialect forwards correctly to libpq. See
+   `Specifying multiple fallback hosts <https://docs.sqlalchemy.org/en/20/dialects/postgresql.html#specifying-multiple-fallback-hosts>`__
+   in the SQLAlchemy documentation.
+
 .. note::
 
    Airflow is known - especially in high-performance setup - to open many connections to metadata database. This might cause problems for