Update docs about python module install

wrapper/README.md

@@ -5,6 +5,7 @@ This folder provides wrapper of xgboost to other languages
 Python
 =====
 * To make the python module, type ```make``` in the root directory of project
+* Install with `python setup.py install` from this directory.
 * Refer also to the walk through example in [demo folder](../demo/guide-python)
 
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