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Some of these links got broken, or outdated, during the monorepo switch.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/web/src/components/views/settings/EventIndexPanel.tsx

@@ -165,7 +165,7 @@ export default class EventIndexPanel extends React.Component<EmptyObject, IState
             );
         } else if (EventIndexPeg.platformHasSupport() && !EventIndexPeg.supportIsInstalled()) {
             const nativeLink =
-                "https://github.com/element-hq/element-web/blob/develop/apps/desktop/" +
+                "https://github.com/element-hq/element-web/blob/develop/" +
                 "docs/native-node-modules.md#" +
                 "adding-seshat-for-search-in-e2e-encrypted-rooms";