Expand the documentation around gitlab tests with local gitaly changes

Merge Request: gitlab.com/gitlab-org/gitlab/-/merge_requests/47773

doc/development/gitaly.md

@@ -191,6 +191,10 @@ If you want to run tests locally against a modified version of Gitaly you
 can replace `tmp/tests/gitaly` with a symlink. This is much faster
 because it avoids a Gitaly re-install each time you run `rspec`.
 
+Make sure this directory contains the files `config.toml` and `praefect.config.toml`.
+You can copy them from `config.toml.example` and `config.praefect.toml.example` respectively.
+After copying, make sure to edit them so everything points to the correct paths.
+
 ```shell
 rm -rf tmp/tests/gitaly
 ln -s /path/to/gitaly tmp/tests/gitaly