When invoking setup.py directly, the default behavior for 'install' is
to run the bdist_egg installation hook, which is ... actually deprecated
by setuptools. It doesn't seem to work quite right anymore.

By contrast, 'pip install' will invoke the bdist_wheel hook
instead. This leads to differences in behavior for the two approaches. I
advocate using pip in the documentation in this directory, but the
'setup.py' which has been used for quite a long time in the Python world
may deceptively appear to work at first glance.

Add an error message that will save a bit of time and frustration
that points the user towards using the supported installation
invocation.

Reported-by: Daniel P. Berrangé <berrange@redhat.com>
Signed-off-by: John Snow <jsnow@redhat.com>
Reviewed-by: Beraldo Leal <bleal@redhat.com>
Message-id: 20220207213039.2278569-1-jsnow@redhat.com
Signed-off-by: John Snow <jsnow@redhat.com>