Document how to setup a dongle

[binduwavell]

In particular, it appears that the need to set CONFIG_ZMK_SPLIT_BLE_CENTRAL_PERIPHERALS=2 on the central so that both halves may connect does not appear to be documented. It would be great if all of the steps required to setup a dongle could have a docs page. Was not horribly hard looking at other people's config but was a bit frustrating to have to do that and not follow official docs.

[caksoylar]

Duplicate of #2044 in general, but documenting that specific config would be considered a docs bug fix that should be done before general documentation on dongle setups.