docs: document local install.sh script (#16125)

Co-authored-by: Edward Angert <EdwardAngert@users.noreply.github.com>

docs/install/cli.md

@@ -5,6 +5,8 @@ A single CLI (`coder`) is used for both the Coder server and the client.
 We support two release channels: mainline and stable - read the
 [Releases](./releases.md) page to learn more about which best suits your team.
 
+## Download the latest release from GitHub
+
 <div class="tabs">
 
 ## Linux/macOS
@@ -54,6 +56,27 @@ To log in to an existing Coder deployment:
 coder login https://coder.example.com
 ```
 
+## Download the CLI from your deployment
+
+<blockquote class="admonition note">
+
+Available in Coder 2.19 and newer.
+
+</blockquote>
+
+Every Coder server hosts CLI binaries for all supported platforms. You can run a
+script to download the appropriate CLI for your machine from your Coder
+deployment.
+
+```sh
+curl -L https://coder.example.com/install.sh | sh
+```
+
+This script works within air-gapped deployments and ensures that the version of
+the CLI you have installed on your machine matches the version of the server.
+
+This script can be useful when authoring a template for installing the CLI.
+
 ### Next up
 
 - [Create your first template](../tutorials/template-from-scratch.md)