Restructure and improve readme.md

[LukeSeers]

Add step 4

I was having this issues STEAM NOT Initialized so couldnt integrate with P2P I could't figure out what was going on and how to solve it, but I discovered someone else was having the same issues as me on the community Mirror discord.

@Raystorms

@NightDuty do you have a "Steam Manager" prefab in scene?
if not, you could add it to your scene (keep in mind that is a singleton and it persist through scenes)
"Steam Manager" is the base steam initializer for Steamworks.Net, it initializes all the steam related stuff

Since this is a needed step, I thought I would add it to the Setting Up list so everybody else wont have the same issues.

Restructure readme.md

I thought I would improve it while I had the chance. Hopefully it should be more clear to read and follow.