Document where/how to set `XDG_CONFIG_HOME`

[NotTheDr01ds]

Per https://discord.com/channels/601130461678272522/1278299991374565416

[NotTheDr01ds]

@ysthakur Thanks! Related, I've just opened #1527 if you want to do that at the same time.

[ysthakur]

I'm not familiar with that one but sure, I can try to do both issues in one PR.

[NotTheDr01ds]

It's okay to punt on the other one if you want. I've played around with it a bit and can write it up, but I'll wait until after you land this one to avoid merge conflicts.