Add some documentation about set_lesson

[cansavvy]

See this conversation: https://github.com/datatrail-jhu/datatrail-swirl/pull/13/files#r954106837

It wasn't clear to me looking at the set_lesson() function documentation that I would only need to send it to one of the lesson.yaml's in order for all lessons to be included.

I'll file a PR with some changes later.