Add docs on PYTHIA_DATASET_DIR (#19)

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Author: brian-rose

README.md

@@ -65,6 +65,18 @@ To add a new dataset file, please follow these steps:
   In [6]: df = pd.read_csv(filepath)
   ```
 
+## Changing the default data cache location
+
+The default cache location (where the data are saved on your local system) is dependent on the operating system. You can use the `locate()` method to identify it:
+
+```python
+from pythia_datasets import locate
+locate()
+```
+
+The location can be overwritten by the `PYTHIA_DATASETS_DIR` environment
+variable to the desired destination.
+
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