Refer to how to set config from options list

docs/source/config/intro.rst

@@ -2,6 +2,7 b''
 Introduction to IPython configuration
 =====================================
 
+.. _setting_config:
 
 Setting configurable options
 ============================

docs/source/config/options/index.rst

@@ -2,6 +2,10 b''
 IPython options
 ===============
 
+Any of the options listed here can be set in config files, at the
+command line, or from inside IPython. See :ref:`setting_config` for
+details.
+
 .. toctree::
 
    terminal