Adding info about setup with direnv to docs

[prady0t]

Description

Fixes #3124

How Has This Been Tested?

pixi run docs

Checklist:

• [x] I have performed a self-review of my own code
• [x] I have made corresponding changes to the documentation

[prady0t]

Please let me know if the info is placed well in the docs.

[prady0t]

Just found out, we already have a page on direnv in the docs: https://pixi.sh/latest/integration/third_party/direnv/

[lucascolley]

Just found out, we already have a page on direnv in the docs: pixi.sh/latest/integration/third_party/direnv

Yes, to be honest I think it is best kept separate from the first_workspace page. Do you think the existing page is sufficient? If so, maybe we just close this PR.

[prady0t]

Yes, I think it's sufficient. Closing this now.