made required location of shield files for local builds explicit in readme

[ThePurox]

I found it quite unintuitive that files for custom shields need to go into zmk/app/boards/shields instead of boards/shields so I made it explicit in the readme.
When the files are in boards/shields one get error messages, that the shield files are used, but at the same time, that the shield is invalid.

Thank you for the amazing repo and the local toolchain setup 💜

[urob]

The problem with that approach is that changes to zmk get wiped out if you run just update. The better approach would be to add the shield as a west module.

[ThePurox]

I was not aware of that, thank you!
I've updated the text to lay out how to do the same with a west module.