Update setup doc

Summary: Added a note in regards to the need for setting up proxy.

Reviewed By: mergennachin

Differential Revision: D47597123

fbshipit-source-id: a9a20e963f903e48ab267b773020c946419b429f

Author: kimishpatel

docs/website/docs/tutorials/setting_up_executorch.md

@@ -14,6 +14,8 @@ conda activate executorch
 conda install -c conda-forge flatbuffers
 
 # Install the nightly builds
+# Note that ff you are behind firewall,
+# appropriate proxy server must be setup for all subsequent steps
 pip install --pre torch -i https://download.pytorch.org/whl/nightly/cpu
 ```