README.md: Document the use of submodules and lfs.

The default errors that e.g. Visual Studio gives when failing to do
either of these are unhelpful at best, downright confusing at worst.
As I'm apparently not alone in overlooking these steps, they seem worth
documenting.

Ref: PistonDevelopers#294
     "Multiple Issues opening and building the solution in VS2017"

README.md

@@ -47,11 +47,16 @@ the time to spend coding.
 
 ### Code
 
-1. Fork the main repository
-2. Work on a feature in your own private branch
-3. Once you are finished with you work or want someone to you, open a pull
-   request
-4. Someone will review your code and merge it. Some fixes might be required on
+1. Fork the main repository on github.
+2. Check out the source code:
+   * Make sure [git lfs](https://git-lfs.github.com/) is installed **before**
+     cloning the repository or you'll need to delete and re-checkout some files.
+   * `git clone ...` your fork.
+   * `git submodule update --init` to grab MICore and MIDebugEngine.
+3. Work on a feature in your own private branch.
+4. Once you are finished with you work or want someone to you, open a pull
+   request.
+5. Someone will review your code and merge it. Some fixes might be required on
    your side.
 
 ## Prerequisites