doc: add note for Windows build path

PR-URL: https://github.com/nodejs/node/pull/14354
Fixes: https://github.com/nodejs/node/issues/14337


Reviewed-By: Vse Mozhet Byt <vsemozhetbyt@gmail.com>
Reviewed-By: Refael Ackermann <refack@gmail.com>
Reviewed-By: Anna Henningsen <anna@addaleax.net>
Reviewed-By: Gibson Fahnestock <gibfahn@gmail.com>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>