docs: Fix the ambuiguity regarding global configuration

[glemaitre]

This PR tries to disambiguate what we mean by "global" when it comes to the configuration setting.

In short global refer that we are going to dispatch the configuration to local threads or sub-process.

It is really different from the "local" meaning within the code impacted by the context manager.

[github-actions]

Coverage Report for backend

File	Stmts	Miss	Cover	Missing
venv/lib/python3.12/site-packages/skore
__init__.py	15	0	100%
__main__.py	8	8	0%	3–19
_config.py	26	0	100%
exceptions.py	4	4	0%	4–23
venv/lib/python3.12/site-packages/skore/cli
__init__.py	5	5	0%	3–8
cli.py	22	22	0%	3–70
color_format.py	49	49	0%	3–116
venv/lib/python3.12/site-packages/skore/persistence
__init__.py	0	0	100%
venv/lib/python3.12/site-packages/skore/persistence/item
__init__.py	56	3	93%	96–99
altair_chart_item.py	19	1	91%	14
item.py	22	1	95%	86
matplotlib_figure_item.py	36	1	95%	19
media_item.py	22	0	100%
numpy_array_item.py	27	1	94%	16
pandas_dataframe_item.py	29	1	94%	14
pandas_series_item.py	29	1	94%	14
pickle_item.py	22	0	100%
pillow_image_item.py	25	1	93%	15
plotly_figure_item.py	20	1	92%	14
polars_dataframe_item.py	27	1	94%	14
polars_series_item.py	22	1	92%	14
primitive_item.py	23	2	91%	13–15
sklearn_base_estimator_item.py	29	1	94%	15
skrub_table_report_item.py	10	1	86%	11
venv/lib/python3.12/site-packages/skore/persistence/repository
__init__.py	2	0	100%
item_repository.py	59	5	91%	15–16, 202–203, 226
venv/lib/python3.12/site-packages/skore/persistence/storage
__init__.py	4	0	100%
abstract_storage.py	22	0	100%
disk_cache_storage.py	33	1	95%	44
in_memory_storage.py	20	0	100%
venv/lib/python3.12/site-packages/skore/persistence/view
__init__.py	2	2	0%	3–5
view.py	5	5	0%	3–20
venv/lib/python3.12/site-packages/skore/project
__init__.py	3	0	100%
_launch.py	150	1	99%	278
_open.py	9	0	100%
project.py	62	1	99%	234
venv/lib/python3.12/site-packages/skore/sklearn
__init__.py	5	0	100%
_base.py	140	14	90%	36, 48, 58, 91, 94, 147–156, 168–>173, 183–184
find_ml_task.py	49	1	97%	103–>111, 135
types.py	2	0	100%
venv/lib/python3.12/site-packages/skore/sklearn/_cross_validation
__init__.py	5	0	100%
metrics_accessor.py	141	0	99%	129–>140
report.py	95	0	100%
venv/lib/python3.12/site-packages/skore/sklearn/_estimator
__init__.py	5	0	100%
metrics_accessor.py	255	9	95%	148–157, 182–>191, 190, 230–>232, 256, 283–287, 302, 320
report.py	120	0	99%	213–>219, 221–>223
utils.py	11	11	0%	1–19
venv/lib/python3.12/site-packages/skore/sklearn/_plot
__init__.py	4	0	100%
precision_recall_curve.py	119	1	98%	229–>246, 317
prediction_error.py	95	1	98%	159, 173–>176
roc_curve.py	126	0	100%
utils.py	89	5	93%	23, 47–49, 53
venv/lib/python3.12/site-packages/skore/sklearn/train_test_split
__init__.py	0	0	100%
train_test_split.py	36	2	94%	16–17
venv/lib/python3.12/site-packages/skore/sklearn/train_test_split/warning
__init__.py	8	0	100%
high_class_imbalance_too_few_examples_warning.py	17	3	78%	16–18, 80
high_class_imbalance_warning.py	18	2	88%	16–18
random_state_unset_warning.py	11	1	87%	15
shuffle_true_warning.py	9	0	91%	44–>exit
stratify_is_set_warning.py	11	1	87%	15
time_based_column_warning.py	22	1	89%	17, 69–>exit
train_test_split_warning.py	5	1	80%	21
venv/lib/python3.12/site-packages/skore/ui
__init__.py	0	0	100%
app.py	32	32	0%	3–83
dependencies.py	4	4	0%	3–10
project_routes.py	41	41	0%	3–92
serializers.py	77	77	0%	3–194
server.py	17	17	0%	3–40
venv/lib/python3.12/site-packages/skore/utils
__init__.py	6	0	100%
_accessor.py	7	0	100%
_environment.py	26	0	97%	29–>34
_logger.py	21	4	84%	14–18
_parallel.py	38	3	88%	23–33, 124
_patch.py	11	5	46%	19–35
_progress_bar.py	31	0	100%
_show_versions.py	31	0	100%
TOTAL	2658	356	86%

Tests	Skipped	Failures	Errors	Time
552	3 💤	0 ❌	0 🔥	55.598s ⏱️

[github-actions]

Documentation preview @ b6a30ea

[thomass-dev]

Now it's clearer, thanks!