Link to Pkg documentation in Install section (#261)

* Link to Pkg documentation in Install section

This is a follow up on timholy's suggestion in #260.
It's basically the same boilerplate install instructions as Revise.jl

Co-authored-by: Fredrik Ekre <[email protected]>

Author: clarkfitzg

README.md

@@ -10,7 +10,9 @@
 
 ## Installation
 
-```jl
+Install Debugger using [Pkg](https://docs.julialang.org/en/v1/stdlib/Pkg/):
+
+```julia
 julia> import Pkg; Pkg.add("Debugger")
 ```