Add note to submodules kata about security workaround

[JKrag]

As mentioned in #347, there is a new restriction in Git since 2.38.1 which means that we can only run this kata by temporarily loosening the security restrictions.

Until we find a better solution, this at least adds a note with instructions.

Summary by CodeRabbit

• Documentation
  • Updated the README to clarify setup instructions and address Git version 2.38.1 changes affecting submodule addition.
  • Added guidance for modifying Git configuration to allow file protocol before running the setup script.
  • Reformatted notes for Windows users to ensure clear execution of the setup command.