Document client requirements for in-place import on Windows.

This PR updates the documentation and explains what option needs to be used to get in-place import working on Windows. It also mentions the limitations of ``ln_rm``. It is a direct result of https://github.com/openmicroscopy/openmicroscopy/pull/2242#commits-pushed-a394dd6.

/cc @joshmoore
maybe "import" unless we call it "importing" elsewhere