Clarify host_list setup for wemux

@lizrush and I in the course of setting up wemux pairing both ran into problems with the wemux allowed host_list users. The failure mode was non-obvious. This improves the documentation to ensure sure that the user initiating the pairing session is allowed to connect to their own wemux session.

Additionally, given the mention of a "box that is accessible" within the docs, what constitutes a "client" and "server" for installation purposes is clarified.
where is `wemux.conf`?