Add note for dll import errors on Windows

[bmarroquin]

I ran into this today and also noticed a few questions in closed issues related to this. I thought documenting this might help.

See: #1174 #1160 (some comments) #1062

[dvarrazzo]

Hello,

thank you for pointing this out: I wasn't aware of that function. However how does it apply to psycopg2? psycopg2 on windows packages its own libpq and doesn't use a system one. Does it mean that this applies not to final users, but to people who build psycopg2 on their own and uses either system libpq or a dll somewhere else?