Update CONNECT installation page

Update the installation page to indicate a when you must download a package prior to installing the plugin.

Centos 7 does not have the ha_connect.so in the installer:

yum install MariaDB-connect-engine
Loaded plugins: fastestmirror
Loading mirror speeds from cached hostfile

• base: centos.mirror.constant.com
• extras: centos.mirror.constant.com
• updates: centos.mirror.constant.com
  Resolving Dependencies
  --> Running transaction check
  ---> Package MariaDB-connect-engine.x86_64 0:10.3.11-1.el7.centos will be installed
  --> Processing Dependency: libodbc.so.2()(64bit) for package: MariaDB-connect-engine-10.3.11-1.el7.centos.x86_64
  --> Running transaction check
  ---> Package unixODBC.x86_64 0:2.3.1-11.el7 will be installed
  --> Processing Dependency: libltdl.so.7()(64bit) for package: unixODBC-2.3.1-11.el7.x86_64
  --> Running transaction check
  ---> Package libtool-ltdl.x86_64 0:2.4.2-22.el7_3 will be installed
  --> Finished Dependency Resolution

Dependencies Resolved

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Package Arch Version Repository Size
=================================================================================================================================================================================
Installing:
MariaDB-connect-engine x86_64 10.3.11-1.el7.centos mariadb-main 2.7 M
Installing for dependencies:
libtool-ltdl x86_64 2.4.2-22.el7_3 base 49 k
unixODBC x86_64 2.3.1-11.el7 base 413 k

Transaction Summary
=================================================================================================================================================================================
Install 1 Package (+2 Dependent packages)