Add configuration location

What does this merge request do and why?

It specifies which configuration file needs to be changed in order to set up the saml correctly.

I just had hard time configuring saml and besides few things caused by me but explained in the doc (eg. https vs HTTP), I was configuring the incorrect file.

Impacted categories

The following categories relate to this merge request:

• gdk-reliability - e.g. When a GDK action fails to complete.
• gdk-usability - e.g. Improvements or suggestions around how the GDK functions.
• gdk-performance - e.g. When a GDK action is slow or times out.

Merge request checklist

• This change is backward compatible. If not, please include steps to communicate to our users.
• Tests added for new functionality. If not, please raise an issue to follow-up.
• Documentation added/updated, if needed.
• Announcement added, if change is notable.
• gdk doctor test added, if needed.
• Add the ~highlight label if this MR should be included in the CHANGELOG.md.