doc: Document local HDFS setup

[comphead]

Which issue does this PR close?

When I was working on #1649 I realized it takes time to resume local HDFS setup for local testing and it would be nice to have it documented
Closes #.

Rationale for this change

What changes are included in this PR?

How are these changes tested?

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 58.81%. Comparing base (f09f8af) to head (1481a25).
Report is 157 commits behind head on main.

Additional details and impacted files

@@             Coverage Diff              @@
##               main    #1673      +/-   ##
============================================
+ Coverage     56.12%   58.81%   +2.68%     
- Complexity      976     1082     +106     
============================================
  Files           119      125       +6     
  Lines         11743    12593     +850     
  Branches       2251     2362     +111     
============================================
+ Hits           6591     7406     +815     
- Misses         4012     4016       +4     
- Partials       1140     1171      +31     

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