fix(make): restore the config target and drop stale make connect hints

Description

Fixes #518

make config fails with "No rule to make target 'config'" because PR #493's Makefile rewrite removed the config: target, while the interactive setup script and the container entrypoint still instruct users to run it:

• scripts/entrypoint.sh:97 — "Please run 'make config' and select OpenRouter option"
• scripts/entrypoint.sh:110 — "Please run 'make config' and select Anthropic option"
• scripts/config.sh — generated-config comments "# Generated by make config" (4 places)

The historical config: target (commit aeb3eb6) was a thin wrapper running the interactive scripts/config.sh, which still exists and works. This change restores it.

Additionally, scripts/config.sh printed four hints pointing at make connect, a target that was deliberately removed together with the old Docker workflow in #493 (the current flow is docker-build/docker-login/docker-shell, and the local entry point is make run). Those hints were verified to be broken (make connect → "No rule to make target"). They now point at real targets.

Change

• Makefile: re-add config: target → ./scripts/config.sh (also added to .PHONY).
• scripts/config.sh:
  • "After running 'make connect', execute 'claude login' inside the container" → "After running 'make docker-shell', ..." (the in-container entry point).
  • "CCR will be configured automatically when you run 'make connect'" → "... when you start the agent" (CCR is configured by the container entrypoint at agent start; make connect no longer exists).
  • "Run 'make connect' to start PentestGPT" → "Run 'make run TARGET=' to start PentestGPT" (2 places).
• Leave scripts/entrypoint.sh unchanged: its make config hints are correct again once the target is restored.

Scope note

None — the fix restores a target that existed before PR #493 and corrects stale usage hints. make connect itself is intentionally not restored: it belonged to the deleted Docker workflow (AUTH_MODE-driven docker attach), for which the current equivalents are make docker-shell / make run.

Type of Change

• 🐛 Bug fix

Related Issue

• Fixes #518

Testing

• make -n config → prints ./scripts/config.sh.
• make config driven with a menu selection exercises the full interactive flow end-to-end (menu renders, selection 2 saves PENTESTGPT_AUTH_MODE=openrouter to .env.auth, completion hints show the new commands). Artifact .env.auth removed after verification.
• bash -n scripts/config.sh — no syntax errors.
• git grep -n "make connect" across the repo (Makefile + shell scripts) — no remaining references.
• Root README intentionally untouched (project rule); tests not affected (shell/Makefile-only change; no Python touched).

Checklist

• git diff --check origin/main...HEAD passes
• Changed source files are formatted
• Targeted tests for the changed packages/components pass (n/a — Makefile + shell script only; interactive flow exercised manually)
• Diff-scoped lint passes where applicable (shell syntax check)
• Full-repository checks were run, or any unrelated/environment-dependent failures are documented above
• Self-reviewed the code
• Added/updated tests covering the change (n/a — Makefile/shell; no test harness exists for Make targets)
• Breaking changes are clearly called out in the description above (none)