Check internally for `system/dolphin-emu/Sys/codehandler.bin` (a file that should be here if the folder was set up properly), for the user it will just tell if "Sys" folder is present or not.
It will be useful for troubleshooting, because we'll know directly if the folder is there AND properly set up/not empty.
Dolphin needs some additional setup; I will write a specific section for
the proper documentation page soon.
For now, tell the users to check the page, so as soon my documentation
update is up, they will also know the needed setup for the core.