Documentation lacks HTEx and Config

**Is your feature request related to a problem? Please describe.**
Setting up an endpoint was complicated by some key details being hard to find in the documentation:

- [ ] HighThroughputExecutor is not listed in the autodocs
- [ ] Config file is not listed in the autodocs either

Both these made figuring out how to configure my application difficult, although that was benefited by the example configuration for Theta. However,

- [ ] The example documentation for Theta references a "~/setup_funcx_test_env.sh" that is not listed in the documentation.
- [ ] You should also provide general advice for making sure workers have the correct Python environments. E.g., is this given in the worker activitation, when launching the FuncX endpoint, etc?

**Describe the solution you'd like**

These improvements to the documentation being made.

**Describe alternatives you've considered**

N/A

Start by locating the autodocs entries for HighThroughputExecutor and Config, then review the Theta example and references to ~/setup_funcx_test_env.sh. Document the missing entries, explain the setup script, and clarify when and how workers receive the correct Python environments.

Written by the indexing model from the issue text.