doc: Add notes re:Application must be run from VS (#4085)

Author: zadjii-msft

README.md

@@ -188,15 +188,13 @@ Invoke-OpenConsoleBuild
 bcz
 ```
 
-## Debugging Terminal
+## Running & Debugging
 
-To debug Terminal in VS, right click on `CascadiaPackage` (in the Solution Explorer) and go to properties. In the Debug menu, change "Application process" and "Background task process" to "Native Only".
+To debug the Windows Terminal in VS, right click on `CascadiaPackage` (in the Solution Explorer) and go to properties. In the Debug menu, change "Application process" and "Background task process" to "Native Only".
 
 You should then be able to build & debug the Terminal project by hitting <kbd>F5</kbd>.
 
-### Debugging
-
-* To debug in VS, right click on CascadiaPackage (from VS Solution Explorer) and go to properties, in the Debug menu, change "Application process" and "Background task process" to "Native Only".
+> 👉 You will _not_ be able to launch the Terminal directly by running the WindowsTerminal.exe. For more details on why, see [#926](https://github.com/microsoft/terminal/issues/926), [#4043](https://github.com/microsoft/terminal/issues/4043)
 
 ### Coding Guidance