[hotfix] Add dependency snippet for RocksDBStateBackend to state_back…

…ends.md

In order to use the RocksDBStateBackend, the user has to add the flink-statebackend-rocksdb
dependency to his project. This commit adds this information to the state_backends.md.

This closes apache#7480.

docs/ops/state/state_backends.md

@@ -146,6 +146,16 @@ env.setStateBackend(new FsStateBackend("hdfs:https://namenode:40010/flink/checkpoints"
 </div>
 </div>
 
+If you want to use the `RocksDBStateBackend`, then you have to add the following dependency to your Flink project.
+
+{% highlight xml %}
+<dependency>
+ <groupId>org.apache.flink</groupId>
+ <artifactId>flink-statebackend-rocksdb{{ site.scala_version_suffix }}</artifactId>
+ <version>{{ site.version }}</version>
+</dependency>
+{% endhighlight %}
+
 
 ### Setting Default State Backend