Document setting `XDG_DATA_HOME`, `XDG_DATA_DIRS` and their uses

[NotTheDr01ds]

From Nushell #13704

This is related to, but probably separate from #1526.

We need to document how to set XDG_DATA_HOME, XDG_DATA_DIRS, and what they are used for. Looking at the source, I think:

• XDG_DATA_HOME is only used to set $nu.data-dir ($env.XDG_DATA_HOME/nushell) on startup (all-platforms)

  • Related: $nu.data-dir used to:
    • Set the "final" vendor autoload path ($nu.data-dir/vendor/autoload` that overrides all others
    • Set a default completions directory ($nu.data-dir/completions) directory in $env.NU_LIB_DIRS - Side-note: Is this still useful now that we have autoloads?

• On Unix platforms only - nushell/vendor/autoload is appended to each directory listed in XDG_DATA_DIRS to set nu.vendor-autoload-dirs