Documentation and link to explanation of prometheus_multiproc_dir

Add documentation of prometheus_multiproc_dir and add documentation link in application_settings.

Are there points in the code the reviewer needs to double check?

Screenshots (if relevant)

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests
  • Added for this feature/bug
  • All builds are passing
• Conform by the merge request performance guides
• Conform by the style guides
• Branch has no merge conflicts with master (if it does - rebase it please)
• Squashed related commits together

What are the relevant issue numbers?