docs(modal): clarify file names and UModals purpose

[noook]

🔗 Linked issue

Resolves #2166

❓ Type of change

• 📖 Documentation (updates to the documentation or readme)
• 🐞 Bug fix (a non-breaking change that fixes an issue)
• 👌 Enhancement (improving an existing functionality)
• ✨ New feature (a non-breaking change that adds functionality)
• 🧹 Chore (updates to the build process or auxiliary tools and libraries)
• ⚠️ Breaking change (fix or feature that would cause existing functionality to change)

📚 Description

• Update file names so that it matches component's name and prevent app.vue duplication
• Explain <UModals> purpose

📝 Checklist

• I have linked an issue or discussion.
• I have updated the documentation accordingly.