Better document non-rust dependencies and troubleshooting

On https://forum.zcashcommunity.com/t/arti-a-pure-rust-tor-implementation-for-zcash-and-beyond/38776/55 , teor says:

It would be helpful to mention:

• installing pkg-config, and
• setting OPENSSL_DIR and SQLITE3_LIB_DIR for troubleshooting header or linker errors.

I also needed to set LD_LIBRARY_PATH, but that’s probably a Nix derivation bug.

The troubleshooting doc was a bit hard to find, maybe it could be linked from the readme.

I agree; let's document all of this.