Update python/README.md with troubleshooting info (#1012)

- Add some notes about common Windows problems when trying to make a local build (MinGW and MSVC).

Signed-off-by: cosmic-snow <134004613+cosmic-snow@users.noreply.github.com>

gpt4all-bindings/python/README.md

@@ -49,3 +49,18 @@ messages = [{"role": "user", "content": "Name 3 colors"}]
 gptj.chat_completion(messages)
 
 ```
+
+## Troubleshooting a Local Build
+- If you're on Windows and have compiled with a MinGW toolchain, you might run into an error like:
+  ```
+  FileNotFoundError: Could not find module '<...>\gpt4all-bindings\python\gpt4all\llmodel_DO_NOT_MODIFY\build\libllmodel.dll'
+  (or one of its dependencies). Try using the full path with constructor syntax.
+  ```
+  The key phrase in this case is _"or one of its dependencies"_. The Python interpreter you're using
+  probably doesn't see the MinGW runtime dependencies. At the moment, the following three are required:
+  `libgcc_s_seh-1.dll`, `libstdc++-6.dll` and `libwinpthread-1.dll`. You should copy them from MinGW
+  into a folder where Python will see them, preferably next to `libllmodel.dll`.
+
+- Note regarding the Microsoft toolchain: Compiling with MSVC is possible, but not the official way to
+  go about it at the moment. MSVC doesn't produce DLLs with a `lib` prefix, which the bindings expect.
+  You'd have to amend that yourself.