Add some more build info for newcomers

... because newcomer people permanently do it wrong and ask me for help :(

@kevinbowen Fine for you like that ?

I know there are options to install it without sudo, and there are other ways to obtain root permissions than sudo. Though here we dont use an install prefix, and I suppose sudo is known good enough by people, so they at least will recognize that extra permissions are required .. no matter which method they will use in the end.

If you agree on this one, I would as well update the README.md of the other projects (Though, if you have time, I would real be happy if you could help out on that 🙂 )