Explain that custom changelog must exist in repo

What does this MR do and why?

When I first tried generating a changelog by following the creating a changelog docs and using the glab cli, I was confused when my local .gitlab/changelog_config.yml file was being ignored. It turns out that this file must exist in the project's repo, but the docs don't explicitly state this requirement.

This MR updates the docs for creating a changelog to explain that the custom .gitlab/changelog_config.yml file must exist in the project's repo.