Add warning for webhook to the readme + obsolete link provided by /gitlab setup webhook + non-compatible with gitlab mattermost guide

[kripnerl]

From the experience of setting up Mattermost + GitLab integration:

• https://docs.gitlab.com/ee/integration/mattermost/ oauth redirect is not the same which is required by this plugin. However, gitlab documentation is linked even from official mattermost webpages as a recommended tutorial.
• Self hosted (same network) instance of the gitlab has in default set Allow requests to the local network from webhooks and integrations to False; however, this option has to be set to True or Mattermost site has to be mentioned in the list there. in mygitlab.example.com/admin/application_settings/network -- it would be nice to mention this in the README
• When setting calling /gitlab setup the wizard is providing hint in the form of links to the README. However, it appeared to me, that the links refs (the think behind #) is pointing to some older version of the README file. I can not confirm this, since I managed to configure everything and I am not willing to break it in order to find the message. :smile:

[raghavaggarwal2308]

@wiggin77 I think there is some issue in the MM documentation on the GItlab side. Do you think we can update that?

[wiggin77]

@cwarnermm do you know anything about how this Mattermost documentation on the Gitlab site is created or updated? See comment above.

[cwarnermm]

@wiggin77 - I haven't made updates there since 2021, so my memory is fuzzy on how to do so. I imagine we could submit PRs against their docs repo? @nab-77 and/or @mgdelacroix may also have some knowledge here.