Help: Clarify add_compile_options documentation (#15225)

Explain that it affects only targets added after the call.  Fix the link
to the COMPILE_OPTIONS directory propert documentation.  Update the
latter to explain that it is used to initialize the corresponding target
property when a target is created.
Merge topic 'doc-add_compile_options' into next

a9f8c50a Help: Clarify add_compile_options documentation (#15225)