doc: additional clarifications on west

Add a missing reference to how west is used to set ZEPHYR_MODULES in
without-west.rst, augmenting the application development guide a bit
to include this in the list of important variables, cleaning that up a
bit while we are here and adding some more west details.

Add a big fat warning in the getting started guide that using Zephyr
without west is not for the faint of heart.

Signed-off-by: Marti Bolivar <marti.bolivar@nordicsemi.no>