Update README.md (onnx#976)

* Update README.md

add description to build from source code

* Update README.md

add git repo where the source code comes from

Author: guoyejun

README.md

@@ -80,6 +80,12 @@ You can then install ONNX from PyPi (Note: Set environment variable `ONNX_ML=1`
 pip install onnx
 ```
 
+You can also build and install ONNX locally from source code (git clone https://github.com/onnx/onnx.git):
+
+```
+python setup.py install
+```
+
 Note: When installing in a non-Anaconda environment, make sure to install the Protobuf compiler before running the pip installation of onnx. For example, on Ubuntu:
 
 ```