Add step that sets the policy's initial state

[f-galland]

Description

This PR adds a step to the Index Life Management guide that adds a step that to setup the initial state of the managed indices.

Checks

Docs building

• Compiles without warnings.

Code formatting and web optimization

• Uses three spaces indentation.
• Adds or updates meta descriptions accordingly.
• Updates the redirects.js script if necessary (check this guide).

Writing style

• Uses present tense, active voice, and semi-formal registry.
• Uses short, simple sentences.
• Uses bold for user interface elements, italics for key terms or emphasis, and code font for Bash commands, file names, REST paths, and code.