build.sh hints for errors related to: Cannot find XGBoost Library in the candidate path, did you install compilers and run build.sh in root path? (#2229)
build.sh hints for errors related to: Cannot find XGBoost Library in the candidate path, did you install compilers and run build.sh in root path? (#2229)

* provide hints on how to build this on linux if a new user just clones the repository and is looking for help.

* add the recursive command example

dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost