message() help: Clarify how logs are displayed in various tools

Before commit 6cc93b7 (message(): Add support for log levels, 2019-04-27), the help text read:

The CMake command-line tool displays STATUS to TRACE messages on stdout with the message preceded by two hyphens and a space. All other message types are sent to stderr and are not prefixed with hyphens. The CMake GUI displays all messages in its log area. The interactive dialogs (ccmake and CMakeSetup) show STATUS messages one at a time on a status line and other messages in interactive pop-up boxes.

"CMakeSetup" was replaced in 6cc93b7 with a link to :manual:cmake-gui(1) (and "ccmake" with a link to :manual:ccmake(1)), but the behavior discussed does not apply to cmake-gui, as noted in the previous sentence. This MR moves that link to the previous sentence instead.

CMakeSetup is left undiscussed, as I've never heard of it. I assume it's no longer supported?

Note: Both ccmake and cmake-gui are listed together as "Interactive Dialogs" in the manual TOC, so perhaps changing it to something like this would be better than the changes in this MR?

The CMake GUI (:manual:cmake-gui(1)) displays all messages in
its log area.  The curses interface (:manual:ccmake(1)) shows
`STATUS` messages one at a time on a status line and other messages in
interactive pop-up boxes.

I'll happily update to that form, if it's preferred.

Topic-rename: docs-message-cmake-gui