Add information about setup for persistence (#1759)

## Overview
We currently say you have to call `setup` for a saver or store but don't
specify what that does or best practices for when to call it.

## Type of change

**Type:** Update existing documentation 

## Checklist
<!-- Put an 'x' in all boxes that apply -->
- [x] I have read the [contributing guidelines](README.md)
- [x] I have tested my changes locally using `docs dev`
- [x] I have used **root relative** paths for internal links

---------

Co-authored-by: Lauren Hirata Singh <lauren@langchain.dev>

Author: rahul-langchain

src/oss/langgraph/add-memory.mdx

@@ -2141,3 +2141,12 @@ await checkpointer.deleteThread(threadId);
 
 **LangMem** is a LangChain-maintained library that offers tools for managing long-term memories in your agent. See the [LangMem documentation](https://langchain-ai.github.io/langmem/) for usage examples.
 :::
+
+## Database management
+
+If you are using any database-backed persistence implementation (such as Postgres or Redis) to store short and/or long-term memory, you will need to run migrations to set up the required schema before you can use it with your database.
+
+By convention, most database-specific libraries define a `setup()` method on the checkpointer or store instance that runs the required migrations. However, you should check with your specific implementation of @[`BaseCheckpointSaver`] or @[`BaseStore`] to confirm the exact method name and usage.
+
+We recommend running migrations as a dedicated deployment step, or you can ensure they're run as part of server startup. 
+

src/oss/langgraph/persistence.mdx

@@ -9,8 +9,8 @@ LangGraph has a built-in persistence layer, implemented through checkpointers. W
 ![Checkpoints](/oss/images/checkpoints.jpg)
 
 <Info>
-**LangGraph API handles checkpointing automatically**
-When using the LangGraph API, you don't need to implement or configure checkpointers manually. The API handles all persistence infrastructure for you behind the scenes.
+**Agent Server handles checkpointing automatically**
+When using the [Agent Server](/langsmith/agent-server), you don't need to implement or configure checkpointers manually. The server handles all persistence infrastructure for you behind the scenes.
 </Info>
 
 ## Threads