Document global options and add `cmdstanr_output_dir` #1789

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Job	Run time
macOS-latest (devel)	53s
macOS-latest (release)	52s
windows-latest (devel)	50s
windows-latest (release)	49s
windows-latest (oldrel)	50s
ubuntu-20.04 (devel)	52s
ubuntu-20.04 (release)	1m 3s
ubuntu-20.04 (oldrel)	52s
ubuntu-20.04 (3.6)	52s
	7m 53s