Add doc for executor state_dir

The executor uses state_dir as well, document this parameter.

Change-Id: I7ed6770c0b2409f2f835e4411dd85948390e72f7
diff --git a/doc/source/admin/components.rst b/doc/source/admin/components.rst
index 88b898f..ba14752 100644
--- a/doc/source/admin/components.rst
+++ b/doc/source/admin/components.rst
@@ -442,6 +442,11 @@
 
       Port to use for finger log streamer.
 
+   .. attr:: state_dir
+      :default: /var/lib/zuul
+
+      Path to directory in which Zuul should save its state.
+
    .. attr:: git_dir
       :default: /var/lib/zuul/git