doc: improvements to nRF Desktop and CAF documentation

[peknis]

Making configuration steps clearer.
Also other minor fixes.

NCSDK-30075

[NordicBuilder]

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Build number: 10

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[NordicBuilder]

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[mkapala-nordic]

Overall LGTM.
I am not sure if not adding "Kconfig" before "option" in following places is intentional, but just in case i marked those places (I think that in most cases there is full "Kconfig option" instead of just "option").
Can be ignored if intentional :D