Add note about vendoring dependencies

[SMillerDev]

• Have you followed the guidelines in our Contributing document?
• Have you checked to ensure there aren't other open Pull Requests for the same change?
• Have you added an explanation of what your changes do and why you'd like us to include them?
• Have you written new tests for your changes? Here's an example.
• Have you successfully run brew style with your changes locally?
• Have you successfully run brew tests with your changes locally?

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[MikeMcQuaid]

Makes sense. Particularly appreciate the links elsewhere.