User's Guide mentions OS-specific installation

Specifically the Linux issue of needing "udev" rules, and MS-Windows
needing driver configuration.

Also, update the existing udev note to use the correct name of that
rules file in the source tree.

Signed-off-by: David Brownell <dbrownell@users.sourceforge.net>

README

@@ -64,8 +64,8 @@ you can build the in-tree documentation.
 Installing OpenOCD
 ==================
 
-On Linux, you may have permissions problems to address.  The best
-way to do this is to use the contrib/udev.rules file.  It probably
+On Linux, you may have permissions problems to address.  The best way
+to do this is to use the contrib/openocd.udev rules file.  It probably
 belongs somewhere in /etc/udev/rules.d, but consult your operating
 system documentation to be sure.  In particular, make sure that it
 matches the syntax used by your operating system's version of udev.

doc/openocd.texi

@@ -506,6 +506,14 @@ as Tcl scripts, from a @file{startup.tcl} file internal to the server.
 @cindex logfile
 @cindex directory search
 
+Properly installing OpenOCD sets up your operating system to grant it access
+to the JTAG adapters.  On Linux, this usually involves installing a file
+in @file{/etc/udev/rules.d,} so OpenOCD has permissions.  MS-Windows needs
+complex and confusing driver configuration for every peripheral.  Such issues
+are unique to each operating system, and are not detailed in this User's Guide.
+
+Then later you will invoke the OpenOCD server, with various options to
+tell it how each debug session should work.
 The @option{--help} option shows:
 @verbatim
 bash$ openocd --help
@@ -1984,6 +1992,10 @@ MMU: disabled, D-Cache: disabled, I-Cache: enabled
 @cindex config file, interface
 @cindex interface config file
 
+Correctly installing OpenOCD includes making your operating system give
+OpenOCD access to JTAG adapters.  Once that has been done, Tcl commands
+are used to select which one is used, and to configure how it is used.
+
 JTAG Adapters/Interfaces/Dongles are normally configured
 through commands in an interface configuration
 file which is sourced by your @file{openocd.cfg} file, or