docs: fix c++ client development process. (#4334)

Signed-off-by: innerNULL <lyt697@outlook.com>

sdk/README.md

@@ -42,6 +42,7 @@ Run C++ example:
  # copy necessary files
  $ cp [Milvus root path]/sdk/cmake_build/libmilvus_sdk.so .
  $ cp -r [Milvus root path]/sdk/include .
+ $ cp -r [Milvus root path]/sdk/thirdparty .
 ```
 
 - Create file `main.cpp` in the project folder, and copy the following code into it:
@@ -70,6 +71,8 @@ int main() {
  project(test)
  set(CMAKE_CXX_STANDARD 17)
 
+ include_directories(${PROJECT_SOURCE_DIR})
+
  add_executable(milvus_client main.cpp)
  target_link_libraries(milvus_client
          ${PROJECT_SOURCE_DIR}/libmilvus_sdk.so
@@ -109,4 +112,4 @@ MyMilvusClient
 - compile error "cannot find -lz"
 ```shell
  $ apt-get install zlib1g-dev.
-```
+```