Returns user config dir, create it when it doesn't exist.

def _setup_user_dir(self):
        """Returns user config dir, create it when it doesn't exist."""
        user_dir = self._get_user_dir_path()

        rules_dir = user_dir.joinpath('rules')
        if not rules_dir.is_dir():
            rules_dir.mkdir(parents=True)
        self.user_dir = user_dir