Update documentation, warn user about warning

README.md

diff --git a/README.md b/README.md
index ec4f6f2..72f115b 100644
--- a/README.md
+++ b/README.md
@@ -84,6 +84,8 @@
 Download all dependencies
 
     cd $env:HOME\go
+    # NOTE: You may see output '...cannot find package...' when running the following 'go get' command.
+    # These are likely just warnings and you can proceed with the installation.
     go get -d .\...
 
 If installing the order based test client, run