Add basic setup notes to README.

README.md

 heatshrink, a data compression/decompression library for embedded/real-time systems.
 
-This is based on [LZSS], since it's particularly suitable for
-compression in small amounts of memory.
+There is a standalone command-line program, `heatshrink`, but the
+encoder and decoder can also be used as libraries, independent of each
+other. To do so, copy heatshrink.h, `heatshrink_config.h`, and either
+`heatshrink_encoder.c` or `heatshrink_decoder.c` (and their respective
+header) into your project.
+
+Dynamic allocation is used by default, but in an embedded context, you
+probably want to statically allocate the encoder/decoder. Set
+`HEATSHRINK_DYNAMIC_ALLOC` to 0 in `heatshrink_config.h`.
+
+heatshrink is based on [LZSS], since it's particularly suitable for
+compression in small amounts of memory. It can use an optional index to
+make compression faster, but otherwise can run in under 100 bytes of
+memory.
 
 For more information, see the [blog post] for an overview, and the
 `heatshrink_encoder.h` / `heatshrink_decoder.h` header files for API