DOC: add troubleshooting entry for lib not found

Thinking about some good warning for gh-6
The relative path to the library is *relative to the current working directory* not to the directory of the loading library, so an undecorated relative path is very unlikely to be what you mean, unless you really want your app to crash unless you `cd /path/to/my/app` before running `my_app`, if you see what I mean.  You may be thinking of the `@loader_path/libme.dylib` option, which is a reasonable alternative, but delocate does not mess with those.