Document potential problems discovered while testing COMPILATION.md
Document potential problems discovered while testing COMPILATION.md

Summary:
Tested COMPILATION.md on github action runners.  Document problems
for macOS and Windows users who decide to compile openMHA
themselves.

Users who use our binary installers are not affected.

Closes T1800.

Test Plan: Review language

Reviewers: hendrikk, MaxZ

Reviewed By: hendrikk, MaxZ

Maniphest Tasks: T1800

Differential Revision: https://dev.openmha.org/D690

HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA,HoerTech-gGmbH/openMHA