Fix docs and build script for desktop build (#34395)

* Fix some documentation for element-desktop

Some of these links got broken, or outdated, during the monorepo switch.

* Fix desktop docker build script

It will fail with 'workspace_node_modules: no such file or directory' if the
directory does not exist.

This got broken by https://github.com/element-hq/element-web/pull/33641.

* Clarify native modules doc

Most of this stuff does not apply when using the docker build.

* update snapshot

apps/desktop/scripts/in-docker.sh

@@ -12,7 +12,11 @@ if [ $? != 0 ]; then
     exit 1
 fi
 
-mkdir -p docker/node_modules docker/.hak docker/.gnupg
+mkdir -p \
+      docker/workspace_node_modules \
+      docker/node_modules \
+      docker/.hak \
+      docker/.gnupg
 
 # Taken from https://www.electron.build/multi-platform-build#docker
 # Pass through any vars prefixed with INDOCKER_, removing the prefix