Added description on how to migrate a Config Entry to a new version (#640)

Co-authored-by: Paulus Schoutsen <paulus@home-assistant.io>

docs/config_entries_config_flow_handler.md

@@ -159,3 +159,29 @@ Translations for the config flow handlers are defined under the `config` key in
 ```
 
 When the translations are merged into Home Assistant, they will be automatically uploaded to [Lokalise](https://lokalise.co/) where the translation team will help to translate them in other languages. While developing locally, you will need to run `python3 -m script.translations develop` to see changes made to `strings.json` [More info on translating Home Assistant.](translations.md)
+
+## Config Entry Migration
+
+As mentioned above - each Config Entry has a version assigned to it. This is to be able to migrate Config Entry data to new formats when Config Entry schema changes.
+
+Migration can be handled programatically by implementing function `async_migrate_entry` in your component's `__init__.py` file. The function should return `True` if migration is successfull.
+
+```python
+# Example migration function
+async def async_migrate_entry(hass, config_entry: ConfigEntry):
+    """Migrate old entry."""
+    _LOGGER.debug("Migrating from version %s", config_entry.version)
+
+    if config_entry.version == 1:
+
+        new = {**config_entry.data}
+        # TODO: modify Config Entry data
+        
+        config_entry.data = {**new}
+
+        config_entry.version = 2
+
+    _LOGGER.info("Migration to version %s successful", config_entry.version)
+
+    return True
+```