Add .NET Core instructions to BUILD.md (microsoft#779)

docs/BUILD.md

@@ -77,6 +77,12 @@ Then you will need to manually run "pwsh" to continue.
 
 ## Install Dependencies
 
+In order to installed the necessary dependencies, a copy of the .NET Core 3.1 SDK is required. Go to the following location and find the install page for your platform.
+
+ * [.NET Core](https://docs.microsoft.com/en-us/dotnet/core/install/)
+
+After installing .NET Core, you will need to restart your terminal.
+
 For the very first time you build, it's recommend to make sure you have all the dependencies installed. You can ensure this by running:
 
 ```PowerShell
@@ -121,6 +127,8 @@ The following section details how to build MsQuic purely with CMake commands.
 
 > **Please note** that since using CMake directly is not the recommended way of building MsQuic, it's likely that these instructions may fall out of date more often than the **Building with PowerShell** ones.
 
+Note that you will need to disable logging if building with CMake exclusively. Logging enabled requires .NET Core and at least the configuration from prepare-machine.ps1 in order to build.
+
 ## Install Dependencies
 
 ### Linux