Document how GDB searches for files when using -s, -e, and -se options

GDB's documentation of the 'file' command says:

    If you do not specify a directory and the file is not found in the
    GDB working directory, GDB uses the environment variable PATH as a
    list of directories to search, just as the shell does when looking
    for a program to run.

The same is true for files specified via commandline options -s, -e,
and -se.

This commit adds a cross reference to the file command for these options.