Guess when there is no server running in tests and suggest users install one

[iamed2]

It would be good to avoid experiences like #272 (comment) but running a PostgreSQL server by default is failure-prone and not really part of this package's responsibility.

It could be good to maintain and use a separate Julia package to run a server by default, but I think showing users a warning message suggesting they install and configure a PostgreSQL server and pointing them to the docs is a simple way to improve the current situation.