Document where local files and spilled data are stored

In https://dask.discourse.group/t/where-does-dask-spill-to-disk/1296/2 someone asked where workers spill their results. After some quick searching through the docs, I realized I don't think this is well documented (or maybe I just missed it). This also comes into play when thinking about uploading local files (e.g. `UploadDirectory` plugin). I think it'd be reasonable for us to have a brief documentation section around `local_directory` and how it can be configured.