Default env var for CAT_DB_CONNECTION does not work out of the box

[carlosms]

From a comment made by @smacker in PR #170 (comment)

Opening /var/code-annotation/internal.db will fail with error: directory doesn't exist.

We have 3 options:

• change defaults
• change documentation
• add mkdir in Dockerfile (I prefer this one)

[dpordomingo]

mkdir suits for me too

[carlosms]

2 votes for mkdir, and it's also fine for me, so let's go with that option.