Warn about incompleteness of `make install`, #76

Currently, `make install` is not sufficient to get everything working.
Since there are subtle differences between the distributions, the `make
install` does not do everything itself but rather just do the
independent parts. For the full installation, the `make full-install`
with `./setup.py install` was needed.

Now I have ample warnings for each case and included `./setup.py
install` into the `make full-install` which all link to the
documentation.