Documentation: additional infos to run on Windows

[AxelBL]

I'd suggest the following updates to the documentation:

Add your OpenAI API key to your environment:

• on Linux/Mac: export OPENAI_API_KEY=YOUR_API_KEY
• on Windows: setx OpenAI_API_KEY = YOUR_API_KEY

"Use MemGPT to talk to your Database:"

• on Linux/Mac: pip install readline
• on Windows: pip install pyreadline
  (or add to requirements.txt)

[cpacker]

Thank you! Information added to the README: https://github.com/cpacker/MemGPT/blob/main/README.md#running-memgpt-locally

If there are any mistakes or you think the information could be reworded / reorganized to make it more clear, feel free to re-open this issue or create PR with the README edits directly.