Improve docker docs for DDEV and ufw firewall

[lode]

I struggled a bit setting up Ray, and finally got it working with hints from the various issues around here :) I wanted to help future me's Sso I updated the Docker docs a bit. Hope this helps.

• For DDEV changing the docker-compose is not needed
• If you have ufw firewall running you need to allow it there, see Not working with Docker ray#275 and Ray doesn't seem to work from a docker-image ray#672
• Added some headers to separate the long list of steps to take, language feedback welcome!

cc @olivitek @robertgdev can you confirm the ufw rule? I played around a lot with different rules and found this one to work. The one in spatie/ray#275 didn't work for me. And there might be a way to restrict the 'from' further but I didn't figure that out.