docs: auth keys instructions

[dshemetov]

See slack thread. The docs should describe what the functions do and what to do with them, namely (reproducing the error):

This function will open your {.code .Renviron} file in a text editor. You will need to
write {.code DELPHI_EPIDATA_KEY=yourkeyhere} (without quotes) in the file and save it. If the editor
does not open, you will need to edit the file manually

Proposal: let's prioritize that and push the general description of env vars and other ways to set the keys should be under "Details".