CLM-3200 minor update to make note of included Nuget information.

Story can be found here: https://issues.sonatype.org/browse/CLM-3200. This one is a bit odd, because it's currently written such that setup is no different for any proxy repo. So all instructions apply. However, there is limited data provided for NuGet. I highlighted this, but not sure if more is desired. @mosabua - any Thoughts?
It seems the proper spelling is "NuGet", cf. https://www.nuget.org/