Adding warning/explanation in the docs about storing private keys locally for w3name

[mbommerez]

When creating a name with the web3.storage cli we store each signing key in the user’s config file (on Mac it’s in ~/Library/Preferences/w3-nodejs/config.json).

If the user change computer or delete this config file, the signing keys will be gone.

Maybe we should put some messages in the CLI and the docs explaining that. Hinting that they should back them up.

[adamalton]

I think that whatever warning we add here, it should mention the export command which we add in #2107. So we should probably wait until that's finalised before adding this message.