[DOC] Update INSTALL.md (#2592)

Co-authored-by: Tom Tan <Tom.Tan@microsoft.com>
Co-authored-by: Marc Alff <marc.alff@free.fr>
Co-authored-by: Lalit Kumar Bhasin <lalit_fin@yahoo.com>
Co-authored-by: Marc Alff <marc.alff@oracle.com>

Author: 4 people

INSTALL.md

@@ -85,6 +85,8 @@ You can link OpenTelemetry C++ SDK with libraries provided in
    - `-DWITH_OTLP_GRPC=ON` : To enable building OTLP GRPC exporter.
    - `-DWITH_OTLP_HTTP=ON` : To enable building OTLP HTTP exporter.
    - `-DWITH_PROMETHEUS=ON` : To enable building prometheus exporter.
+   - `-DOPENTELEMETRY_INSTALL=ON`: To install `otel-cpp` library needed
+      for external code linking.
 
 3. Once the build configuration is created, build the CMake targets - this
    includes building SDKs and unittests for API and SDK. Note that since API is