[DOCS] Add step for adding COMPOSER_AUTH to dolphin docs

[damienwebdev]

:page_facing_up: Documentation Request

What were you doing?

I was setting up my Codespaces environment with dolphin.

Expected behavior

I expected it to "just work".

Existing Documentation

https://github.com/graycoreio/mage2docker/blob/dolphin/docs/stories/dolphin.md

Environment

Mage2Docker version: 6.0.0-alpha.0
Magento version: 2.4.3

Other

I think it's probably smart to somehow split the documentations path ways for Codespaces and local devcontainers given the fact that the UX for each process feels different, though I'm open to discussing this.