Rewrite the "Data directory" reference page

## Edit existing content 📝

### Page to edit
/reference/data-directory

### Required changes
This page contains some **Explanation** (though it is minimal), some **Reference**, and a **How to**. Reconsider, from the ground up, what needs to be documented about the data directory and what type of documentation is required. Is the information about configuring the data directory still necessary once we provide a complete reference for the `server_config.json` (#4216)? Should we provide a more general "how to" about "how to change settings"?

Rewrite the documentation for the data directory and fix any links pointing to it.