Update Readme with working git-lfs instructions (#212)

* Add instructions to readme.

* Update comment following Gabriel's feedback.

Author: JSOD11

README.md

@@ -250,6 +250,11 @@ The integration tests also provide an idea about how to use the library and what
    ```
 
 2. **Install Git LFS and fetch test data:**
+
+This step downloads Parquet files used in some tests. It must be completed successfully for the testing suite to pass.
+
+Install Git LFS if you don't already have it: [Official docs](https://git-lfs.com/).
+
    ```bash
    git lfs install
    git lfs checkout