[docs] Update readme with setup instructions for tests. (#4578)

Make it clear that devs have to run setup before running tests.

Fixes #3923

README.md

@@ -31,6 +31,8 @@ Add datacommonsorg/website repo as a remote:
 git remote add dc https://github.com/datacommonsorg/website.git
 ```
 
+Run the prerequisite steps in the [developer guide](docs/developer_guide.md).
+
 Every time when you want to send a Pull Request, do the following steps:
 
 ```shell
@@ -54,7 +56,8 @@ Wait for approval of the Pull Request and merge the change.
 
 ### Local Development
 
-Check steps in [developer guide](docs/developer_guide.md)
+Check steps in [developer guide](docs/developer_guide.md) for more detailed
+instructions.
 
 ## License