doc: add section about URL format

Co-authored-by: Azat Khuzhin <[email protected]>

Documentation/FAQ.md

@@ -32,12 +32,33 @@ connections_credentials:
     password: secret
 ```
 
-And later, instead of specifying `--url` (with password in plaintext, which is
+And later, instead of specifying `--url` (with password in plain-text, which is
 highly not recommended), you can use `chdig --connection prod`.
 
   [1]: https://github.com/ClickHouse/ClickHouse/pull/45715
   [2]: https://github.com/ClickHouse/ClickHouse/pull/46480
 
+### What is format of the URL accepted by `chdig`?
+
+Example for secure connection with all default connection settings & user name
+& password (passing the password in the command line is unsafe)
+
+```sh
+chdig -u 'user:[email protected]:9440/?secure=true&skip_verify=false&compression=lz4&query_timeout=600s&connection_timeout=5s'
+```
+
+Safer option is to pass the password via the environment variable:
+
+```sh
+export CLICKHOUSE_USER='user'
+export CLICKHOUSE_PASSWORD='password'
+chdig -u 'clickhouse-host.com/?secure=true'
+# or with port
+chdig -u 'clickhouse-host.com:9440/?secure=true'
+```
+
+Or via the configuration file (see above)
+
 ### Why I see IO wait reported as zero?
 
 - You should ensure that ClickHouse uses one of taskstat gathering methods: