update setup instruction

Author: DanielBok

.github/README.md

@@ -0,0 +1,25 @@
+How to Update
+=============
+
+1. Update nlopt submodule
+   ```shell
+   git submodule update --remote
+   # if there are changes
+   git add extern/
+   git commit -m "Update nlopt submodule"
+   ```
+2. `[Optional]` If there is a need, update the `ci/nlopt_manylinux2014_x64_64.Dockerfile` image. This is used to build
+   the linux images
+    * This should be done in `image/*` branch as the github action `manylinux-image.yml` will automatically update the
+      image in dockerhub on push.
+3. Update `.github/workflows/build.yaml` if necessary
+4. There are already tests in the github workflows to test that `pip install nlopt` works. But none to test the module specifically
+   1. Spin up a docker image and run the sample code
+   2. ```shell
+      docker container run -it --rm --entrypoint bash python:3.10-slim-buster
+      pip install nlopt
+      apt-get update
+      apt-get install curl -y
+      curl https://raw.githubusercontent.com/DanielBok/nlopt-python/master/test_scripts/sample_test_script.py --output test.py
+      python test.py
+      ```