Add faq entry about installing on python without sqlite extensions

In https://github.com/jupyter/notebook/pull/1310, we added a fallback if sqlite was not compiled into python: https://github.com/jupyter/notebook/blob/92d3f4235d9d5d591ca62e3b60ac9399315f5a65/notebook/services/sessions/sessionmanager.py#L12

In the issue this fixed, adding an item to the docs noting this extra dependency if sqlite was not included was mentioned, but not done (as far as I can tell): https://github.com/jupyter/notebook/issues/1307#issuecomment-206580744

This would have probably helped us (at least a little) in resolving https://github.com/jupyterlab/jupyterlab/issues/4425

Review the sqlite fallback in notebook/services/sessions/sessionmanager.py and the context in issues 1307 and 4425. Find the appropriate FAQ documentation location, add an entry explaining the extra sqlite dependency for Python installations without sqlite extensions, and confirm the entry is discoverable and accurate.

Written by the indexing model from the issue text.