Document configuration settings location

[jcollum]

Requirements

• This issue doesn't already exist
• This is only a single feature request (Otherwise create a separate issue)

Is this proposal related to a problem?

I want to start using the Steam version of BG so it's kept up to date. When I start that version, all of my settings are gone. Which means I need to migrate the settings. Except I can't find them.

Describe the solution you'd like

The readme should state where the configuration file is located.

Additional context

none