Add Windows support info to README.md (#1962)

Author: ozanani

README.md

@@ -58,6 +58,8 @@ AllenNLP requires Python 3.6.1 or later. The preferred way to install AllenNLP i
 
 If you need pointers on setting up an appropriate Python environment or would like to install AllenNLP using a different method, see below.
 
+Windows is currently not officially supported, although we try to fix issues when they are easily addressed.
+
 ### Installing via pip
 
 #### Setting up a virtual environment