docs: Add some details around running locally to make things clearer new contributors

[meeech]

This is a minor docs improvement.

Checklist:

• [n/a] Either (a) I've created an enhancement proposal and discussed it with the community, (b) this is a bug fix, or (c) this is a chore.
• The title of the PR is (a) conventional with a list of types and scopes found here, (b) states what changed, and (c) suffixes the related issues number. E.g. "fix(controller): Updates such and such. Fixes #1234".
• I've signed my commits with DCO
• [n/a] I have written unit and/or e2e tests for my change. PRs without these are unlikely to be merged.
• My builds are green. Try syncing with master if they are not.
• [n/a] My organization is added to USERS.md.

[sonarqubecloud]

Kudos, SonarCloud Quality Gate passed!   

0 Bugs
0 Vulnerabilities
0 Security Hotspots
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No Coverage information
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[github-actions]

Go Published Test Results

1 952 tests   1 952 ✔️  2m 36s ⏱️
   118 suites         0 💤
       1 files           0 ❌

Results for commit 5486061.

[codecov]

Codecov Report

Patch and project coverage have no change.

Comparison is base (497e69a) 81.64% compared to head (5486061) 81.64%.

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #2786   +/-   ##
=======================================
  Coverage   81.64%   81.64%           
=======================================
  Files         133      133           
  Lines       20178    20178           
=======================================
  Hits        16475    16475           
  Misses       2849     2849           
  Partials      854      854           

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