update errors doc

Author: jmckenna

en/errors.txt

@@ -242,6 +242,17 @@ referring to the epsg file, since filenames are case sensitive on Linux/Unix.
 "init=epsg:4326" refers to the epsg filename, and therefore "init=EPSG:4326" 
 will not work because it will be looking for an *EPSG* file in uppercase.
 
+msProcessProjection(): Projection library error. PROJ error "Cannot find proj.db" when instantiating "init=epsg:XXXX"
+---------------------------------------------------------------------------------------------------------------------
+
+Error displayed when PROJ cannot find the `proj.db` SQLite file.
+
+The message tells you that MapServer cannot find the `proj.db` file (when using 
+PROJ >= 6).  You can specify the location of the PROJ files by setting the 
+`PROJ_DATA` variable, as described below.
+
+On Windows, MS4W (versions >= 5) users will find the `proj.db` file in */ms4w/share/proj/*.
+
 Setting the location of the PROJ files
 ..............................................................................