Add note about development datadog_checks_dev for ddev (#14505)

docs/developer/setup.md

@@ -176,6 +176,13 @@ This is if you cloned [integrations-core][] and want to always use the version b
 !!! note
     Be aware that this method does not keep track of dependencies so you will need to re-run the command if/when the required dependencies are changed.
 
+!!! note
+    Also be aware that this method does not get any changes from `datadog_checks_dev`, so if you have unreleased changes from `datadog_checks_dev` that may affect `ddev`, you will need to run the following to get the most recent changes from `datadog_checks_dev` to your `ddev`:
+
+    ```
+    pipx inject ddev -e "/path/to/datadog_checks_dev"
+    ```
+
 ### Upgrade
 
 Upgrade (or re-sync dependencies for [development](#development) versions) at any time by running: