DOC: Explain installation of prerequisites

README_SETUP.md

 # Set-up caosdb-julialib
 
-**TODO**: Explain installation (with Pkg.jl), running tests, dependencies,
-etc.
+The setup of this package consists of first compiling the c++ wrapper
+classes in `jlcaosdb` and then installing the Julia package
+`CaosDB.jl` itself. Hopefully, the process can be simplified by
+providing binary JLL packages in the future.
+
+## Prerequisites
+
+1. Build
+   [lbicxxwrap-julia](https://github.com/JuliaInterop/libcxxwrap-julia)
+   from source and install it to a location where it is found by cmake
+   later on by specifying a `CMAKE_INSTALL_PREFIX` (alternatively, add
+   this location to your `CMAKE_PREFIX_PATH`). You may have to create
+   an override as explained in the
+   [documentation](https://github.com/JuliaInterop/libcxxwrap-julia#using-the-compiled-libcxxwrap-julia-in-cxxwrap)
+   of libcxxwrap in order to use the compiled version and not theone
+   that is shipped with CxxWrap.jl.
+2. In the same way, build and install
+   [libcaosdb](https://gitlab.com/caosdb/caosdb-cpplib) in a way that
+   it is visible to cmake when compiling the wrapper classes later on.
+
+**TODO**: Explain installation (with Pkg.jl), running tests,
+dependencies, etc.