Improve UI setup and instructions

[andreaTP]

Re-building the UI after some time not doing it has shown a few minor dev shortcomings:

• we don't have a note on having to build typescript-sdk before the UI
• the generation of the local config file always takes a little (to remember/find out)
• the CORS configuration of the Registry server has issues with almost any slightly different setup than localhost:8888 we probably should better document how to fix it
• maybe we should do npm run lint as a pre-req for npm run build?

[apicurio-bot]

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