[D0CS] Revise connector setup steps in documentation (elastic#135426)

Updated the steps for creating and deploying a connector in the documentation for UI and API flows

Author: leemthompo

docs/reference/search-connectors/self-managed-connectors.md

@@ -65,7 +65,9 @@ Note the following information regarding support for self-managed connectors:
 In order to set up, configure, and run a connector you’ll be moving between your third-party service, the Elastic UI, and your terminal. At a high-level, the workflow looks like this:
 
 1. Satisfy any data source prerequisites (e.g., create an OAuth application).
-2. Create a connector in the UI (or via the API).
+2. Create a connector.
+   - Use the UI. Search for "connectors" in the [global search field](docs-content://explore-analyze/find-and-organize/find-apps-and-objects.md).
+   - Use the API. Refer to [create connector API]({{es-apis}}/operation/operation-connector-post).
 3. Deploy the connector service:
     - [Option 1: Run with Docker](es-connectors-run-from-docker.md) (recommended)
     - [Option 2: Run from source](es-connectors-run-from-source.md)