UX: When in the Review app, there is no warning that it isn't yet configured

[RCheesley]

As a user, when I open the Review app, it seems like everything is ready to go:

In reality, I still have some configuration that needs to happen - I need to set up the application on GitHub, for example:

We should show an alert, and direct people to the docs on how to do that (I didn't find a reference in the docs for the review app though)

[RCheesley]

Note: May not be required any more - to verify and update as appropriate!