Document generic install, configuration points

There is mention of the `dask_gateway_config.py` file in various parts of the documentation, but I don't think there is any actual mention of how to create this file, or where it should live. Grepping in the codebase I found that this file could be generated from the CLI and was able to make progress, but it might be useful to others to add a note in the Configuration doc page.

Start with the Configuration documentation page and inspect the existing references to dask_gateway_config.py. Verify how the CLI generates the file and determine the expected location from the project’s current behavior. Done means the page explains how to create the file and where it should live.

Written by the indexing model from the issue text.