Update XDG user directories README.md section

Author: adrg

README.md

@@ -100,6 +100,16 @@ Sensible fallback locations are used for the folders which are not set.
 
 ### XDG user directories
 
+XDG user directories environment variables are usually **not** set on most
+operating systems. However, all valid variables present in the environment
+are used. Appropriate fallback locations are used for the environment variables
+which are not set.
+
+- On Linux distributions, the package reads the [user-dirs.dirs](https://man.archlinux.org/man/user-dirs.dirs.5.en) config file, if present.
+- On Windows, the package uses the appropriate [Known Folders](https://docs.microsoft.com/en-us/windows/win32/shell/knownfolderid).
+
+Default locations are used for any user directories which are not set, as shown in the following tables.
+
 <details open>
     <summary><strong>Unix-like operating systems</strong></summary>
     <br/>