Update help text for compliance settings (#3705)

* Update help text for compliance settings

* Update en.json

webapp/components/admin_console/compliance_settings.jsx

@@ -76,9 +76,9 @@ export default class ComplianceSettings extends AdminSettings {
                         />
                     }
                     helpText={
-                        <FormattedMessage
+                        <FormattedHTMLMessage
                             id='admin.compliance.enableDesc'
-                            defaultMessage='When true, Mattermost allows compliance reporting'
+                            defaultMessage='When true, Mattermost allows compliance reporting from the <strong>Compliance and Auditing</strong> tab. See <a href="https://docs.mattermost.com/administration/compliance.html" target="_blank">documentation</a> to learn more.'
                         />
                     }
                     value={this.state.enable}