Add warnings about the installation of libzmq1

With the incorrect compile-time options for libzmq1, pyzmq
will give an error such as the following:

    AttributeError: Socket has no such option: RCVTIMEO

Change-Id: I719a8de89b26dba974d7af8d631b7cdd729a074b
Merge "Add warnings about the installation of libzmq1"