mention --link caveat

Author: bpmct

docs/install.md

@@ -230,6 +230,8 @@ You can install code-server via [Helm](https://github.com/cdr/code-server/blob/m
 We currently do not publish windows releases (see [#1397](https://github.com/cdr/code-server/issues/1397)). We recommend installing code-server onto Raspberry Pi with [`yarn` or
 `npm`](#yarn-npm).
 
+> Note: coder --link does not work with Windows at this time.
+
 ## Raspberry Pi
 
 We recommend installing code-server onto Raspberry Pi with [`yarn` or