doc update: added db setup instructions

docs/integration/cloudflare.mdx

@@ -11,8 +11,8 @@ and then install bknd as a dependency:
 
 <InstallBknd />
 
-## Serve the API
 
+## Serve the API
 ``` ts
 import { serve } from "bknd/adapter/cloudflare";
 
@@ -30,6 +30,7 @@ export default serve(
    }
 );
 ```
+For more information about the connection object, refer to the [Setup](/setup) guide.
 
 Now run the worker:
 ```bash