Add configuration security best practices to the README.

Closes #13870.

README.md

@@ -58,8 +58,11 @@ and thus allowed.
 To install Element as a desktop application, see [Running as a desktop
 app](#running-as-a-desktop-app) below.
 
-Important Security Note
-=======================
+Important Security Notes
+========================
+
+Separate domains
+----------------
 
 We do not recommend running Element from the same domain name as your Matrix
 homeserver.  The reason is the risk of XSS (cross-site-scripting)
@@ -71,6 +74,45 @@ We have put some coarse mitigations into place to try to protect against this
 situation, but it's still not good practice to do it in the first place.  See
 https://github.com/vector-im/element-web/issues/1977 for more details.
 
+Configuration best practices
+----------------------------
+
+Unless you have special requirements, you will want to add the following to
+your web server configuration when hosting Element Web:
+
+- The `X-Frame-Options: SAMEORIGIN` header, to prevent Element Web from being
+  framed and protect from [clickjacking][owasp-clickjacking].
+- The `frame-ancestors 'none'` directive to your `Content-Security-Policy`
+  header, as the modern replacement for `X-Frame-Options` (though both should be
+  included since not all browsers support it yet, see
+  [this][owasp-clickjacking-csp]).
+- The `X-Content-Type-Options: nosniff` header, to [disable MIME
+  sniffing][mime-sniffing].
+- The `X-XSS-Protection: 1; mode=block;` header, for basic XSS protection in
+  legacy browsers.
+
+[mime-sniffing]:
+<https://developer.mozilla.org/en-US/docs/Web/HTTP/Basics_of_HTTP/MIME_types#mime_sniffing>
+
+[owasp-clickjacking-csp]:
+<https://cheatsheetseries.owasp.org/cheatsheets/Clickjacking_Defense_Cheat_Sheet.html#content-security-policy-frame-ancestors-examples>
+
+[owasp-clickjacking]:
+<https://cheatsheetseries.owasp.org/cheatsheets/Clickjacking_Defense_Cheat_Sheet.html>
+
+If you are using nginx, this would look something like the following:
+
+```
+add_header X-Frame-Options SAMEORIGIN;
+add_header X-Content-Type-Options nosniff;
+add_header X-XSS-Protection "1; mode=block";
+add_header Content-Security-Policy "frame-ancestors 'none'";
+```
+
+Note: In case you are already setting a `Content-Security-Policy` header
+elsewhere, you should modify it to include the `frame-ancestors` directive
+instead of adding that last line.
+
 Building From Source
 ====================
 
@@ -99,7 +141,8 @@ guide](https://classic.yarnpkg.com/en/docs/install) if you do not have it alread
 Note that `yarn dist` is not supported on Windows, so Windows users can run `yarn build`,
 which will build all the necessary files into the `webapp` directory. The version of Element
 will not appear in Settings without using the dist script. You can then mount the
-`webapp` directory on your webserver to actually serve up the app, which is entirely static content.
+`webapp` directory on your web server to actually serve up the app, which is
+entirely static content.
 
 Running as a Desktop app
 ========================