doc: mention the potential need to install ruby-dev/ruby-devel etc

I'm not going into specifics here because there are too many platform
variations possible, but I got an email from a user stating that he
needed to do:

  sudo apt-get install ruby-dev

And that the error message he got didn't make this obvious:

  'require': no such file to load — mkmf (LoadError)

(I might also consider catching that `LoadError` and trying to print
something more helpful.)
Print helpful message if "mkmf" require fails

Or at least hopefully a bit helpful...