Revise README with setup information for huggingface_lib on windows to avoid warning or save space (symlink)

[bmerkle]

Updated the README to include information for windows users. using huggingface_hub yield a warning.

The this note documents ways to fix the problem or to hide the warning.

fix for #2289

Describe your changes

updated docs and tested

Checklist before requesting a review

• Add unit tests for this change.
• Make sure all tests can pass.
• Update documents if necessary.
• Lint and apply fixes to your code by running lintrunner -a
• Is this a user-facing change? If yes, give a description of this change to be included in the release notes.

(Optional) Issue link

#2289