DOC: Add hint to config file

README_SETUP.md

@@ -44,6 +44,9 @@ julia> ]activate "/path/to/caosdb-julialib"
 julia> ]test
 ```
 
+Note that you must have a CaosDB client configuration (see above) with
+a valid `"default"` configuration for all tests to succeed.
+
 ## Code styling
 
 We use