[improve][doc] Clarify maven running environments under windows (#18373)

Co-authored-by: tison <[email protected]>

README.md

@@ -137,8 +137,12 @@ components in the Pulsar ecosystem, including connectors, adapters, and other la
 - Maven 3.6.1+
 - zip
 
-> Note: this project includes a [Maven Wrapper](https://maven.apache.org/wrapper/) that can be used instead of a system installed Maven.
-> Use it by replacing `mvn` by `./mvnw` on Linux and `mvnw.cmd` on Windows in the commands below.
+> **Note**:
+>
+> This project includes a [Maven Wrapper](https://maven.apache.org/wrapper/) that can be used instead of a system-installed Maven.
+> Use it by replacing `mvn` by `./mvnw` on Linux and `mvnw.cmd` on Windows in the commands below.    
+>
+> It's better to use CMD rather than Powershell on Windows. Because maven will activate the `windows` profile which runs `rename-netty-native-libs.cmd`.
 
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