add documentation for line breaking syntax

docs/conf.rst

@@ -32,6 +32,9 @@ Comments can be added to the config file as lines starting with the ``#``
 character. This works only if the ``#`` character is the first character in the
 line.
 
+Lines can be split by starting the next line with the ``\\`` character.
+All leading whitespace and the ``\\`` character are removed.
+
 .. _include:
 
 You can include secondary config files via the :code:`include` directive. If