doc: clearly mention all possibly needed CMake module files.

Also note that the files should be kept up-to-date.

doc/cmake.dox

@@ -29,10 +29,17 @@ namespace Magnum {
 
 %Magnum uses CMake build system for both building and integration into your
 projects. The logic is in module `FindMagnum.cmake` distributed with the engine
-in `modules/` directory, you are encouraged to copy it (and its dependencies)
-into your project and add path to the files to `CMAKE_MODULE_PATH`. Otherwise,
-if CMake won't be able to find this file in predefined locations, it will error
-out even if %Magnum might be installed on the system.
+in `modules/` directory, you are encouraged to copy it along with
+`FindCorrade.cmake` into your project and add path to the files to
+`CMAKE_MODULE_PATH`. Otherwise, if CMake won't be able to find this file in
+predefined locations, it will error out even if %Magnum might be installed on
+the system. If you plan to use Magnum on OpenGL ES, you may also need
+`FindOpenGLES2.cmake` or `FindOpenGLES3.cmake` and in some cases also
+`FindEGL.cmake`.
+
+Note that the module files are updated as the library evolves, you are
+encouraged to update your copies from time to time to avoid strange building
+issues.
 
 Basic usage is: