docs: add a link to create a new oauth application

[koddsson]

Hey 👋 !

Here are some very slight documentation changes I made to make the developer instructions a bit more streamlined since I didn't understand what 'Github developer keys' meant 😸

[katjaq]

Thank you very much for your contribution! 😃

Very nice addition to the doc and thanks for improving the terminology and adding the links! \ö/

👍