Update setup instructions with notifications

[espertusnu]

Closes issue raised on gitter to @koppor

Updates documentation to address notifications when first opening the project.

Steps to test

n/a

Mandatory checks

• I own the copyright of the code submitted and I license it under the MIT license
• [/] Change in CHANGELOG.md described in a way that is understandable for the average user (if change is visible to the user)
• [/] Tests created for changes (if applicable)
• [/] Manually tested changed features in running JabRef (always required)
• [/] Screenshots added in PR description (if change is visible to the user)
• [/] Checked developer's documentation: Is the information available and up to date? If not, I outlined it in this pull request.
• [/] Checked documentation: Is the information available and up to date? If not, I created an issue at https://github.com/JabRef/user-documentation/issues or, even better, I submitted a pull request to the documentation repository.

[trag-bot]

@trag-bot didn't find any issues in the code! ✅✨

[jabref-machine]

Your code currently does not meet JabRef's code guidelines. We use Gradle Modernizer Plugin to ensure "modern" Java coding practices. You can see which checks are failing by locating the box "Some checks were not successful" on the pull request page. To see the test output, locate "Tests / Modernizer (pull_request)" and click on it.

Please fix the detected errors, commit, and push.