Add documentation for clients that we expect python to be able to run directory

[karthiknadig]

When you start debugging in vscode, this is the command line that it uses:

python <python-extension-dir>\pythonFiles\lib\python\debugpy\wheels\debugpy\adapter

Python is expected to automatically find main.py and run it. This is the same mechanism that is used to run zipped projects. Essentially if you have a main.py in the top level directory, and zip it up to say myproj.zip. you should be able to run it with python myproj.zip. If the custom-python is not able to do this, then that is the issue.

Originally posted by @karthiknadig in microsoft/vscode-python#11224 (comment)