docs: explain how Open WebUI works

[er-s-an]

Summary

Add a source-verified overview of the components and request paths inside a single Open WebUI instance, helping users understand what they deployed and where to troubleshoot failures.

Related issue or discussion

Related to #1194.

Checklist

• I have reviewed the relevant documentation and matched the existing style.
• This PR meets Open WebUI's contribution standards: it is accurate, relevant to users, narrowly scoped, maintainable, and not promotional content, advertising, lead generation, SEO placement, or a request to list a product, service, provider, integration, gateway, tool, or company primarily for visibility.
• I understand that PRs that do not meet these standards may be closed without review and will not be merged. Repeated, low-quality, off-topic, promotional, or intentionally misleading submissions may result in the contributor being blocked from future participation in Open WebUI repositories.

Notes for reviewers

• Distinguishes saved-chat Socket.IO events, API-style SSE responses, and optional Direct Connections.
• Documents the default SQLite, local file storage, pypdf, SentenceTransformers, and ChromaDB roles without treating them as required deployment topology.
• Links the page from Quick Start and points readers to provider, RAG, extensibility, and scaling guides.
• Validated with npm run build, npm run prettier:check, and npm run test:docs-search.