doc: add "setup" to list of migration states

On a slow VM (e.g., nested), you see the "setup" state when you query the
migration status.

Signed-off-by: Peter Feiner <peter@gridcentric.ca>
Reviewed-by: Eric Blake <eblake@redhat.com>
Signed-off-by: Luiz Capitulino <lcapitulino@redhat.com>