Added Python 3 version warnings.

Author: Cruz Monrreal

docs/tools/offline/cli-setup.md

@@ -9,6 +9,8 @@ You can install Mbed CLI on Windows, Linux and Mac OS X.
 - **Python:** Mbed CLI is a Python script, so you'll need Python to use it:
     - We test Mbed CLI with [Python versions 2.7.12+ and 3.6.5+](https://www.python.org/downloads/).
     - pip.
+    
+    <span class="notes">**Note:** Python 3 usage is **not compatible** with Mbed OS versions older than 5.9 and Mbed CLI toolchain versions older than 1.7.2. </span>
 
 - **Git and Mercurial:** Mbed CLI supports both Git and Mercurial repositories, and you may need libraries from both sources as you work, so please to install both:
     - [Git](https://git-scm.com/) - version 1.9.5 or later.