Doc improvement

After having struggled for a few hours trying to get an initial setup working, I eventually figured out, with the help of fxhp on the chan, that pillar_roots must not be subdirectories of file_roots.
As I had not found any mention of it in the docs, in the tutorials, or on the Internet, I thought it would be good to mention it somewhere, so I added it to the docs, everywhere it looked relevant.

Of course, you are free to change the phrasing if you want, I'm not particularly attached to my formulation.