doc: set state-dir to /var/lib/osmocom/osmo-sgsnHEADmaster

Be consistent with osmo-ggsn, and set the state dir to
/var/lib/osmocom/osmo-sgsn. Without this patch, it defaults to the
current directory, which means in case of running with the systemd
service, /var/lib/osmocom.

Copy osmo-sgsn.cfg and osmo-sgsn-accept-all.cfg to the tests dir and do
not set the state-dir there. Usually the user that runs the VTY and CTRL
tests is not allowed to write to /var/lib/osmocom. (I've also tried
generating these on the fly, but that breaks in 'make distcheck', as I
would need to write to the source dir or would need to change
osmo-python-tests etc. to read the config file from another directory.)

Related: osmo-ggsn I5b51529b4f8bd2462e54f58a1ce2e2d7c76ff46a
Depends: osmo-python-tests Ic312d546da1c21f68a80b6a188616ef9bc84f4c6
Change-Id: I309807ff0bc125d4653222b2b4ba69ded3bbff70

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