DeveloperGuide: update "Setting up" section
DeveloperGuide: update "Setting up" section

Due to an ongoing issue[1] with some of the newer versions of IntelliJ,
the IDE may report code errors for JAXB or JavaFx APIs depending on the
Intellij Edition being used, although the code can be build and run
successfully since we have already imported the dependencies through
gradle.

This may cause confusion amongst users.

Let's update the "Setting up" section to address this issue, and how
to resolve it.

[1]: https://youtrack.jetbrains.com/issue/IDEA-189060

se-edu/addressbook-level3