Update build.md

Documentation/build.md

@@ -14,6 +14,18 @@ git submodule update --init
 
 Go to https://dotnet.microsoft.com/download/visual-studio-sdks and install the latest version of the .NET Core SDK compatible with Avalonia UI. Make sure to download the SDK (not just the "runtime") package. The version compatible is indicated within the [global.json](https://github.com/AvaloniaUI/Avalonia/blob/master/global.json) file. Note that Avalonia UI does not always use the latest version and is hardcoded to use the last version known to be compatible (SDK releases may break the builds from time-to-time).
 
+### Installing necessary .NET Workloads
+
+.NET SDK requires developers to install workloads for each platform they are targeting.
+Since Avalonia targets pretty much every supported .NET platform, you need to install these workloads as well. 
+Running it from the command line:
+```
+dotnet workload install android ios wasm-tools wasm-experimental
+```
+
+macOS workloads are not required to build Avalonia.
+Note: on Unix OS you need to run this command from sudo.
+
 ##  Build and Run Avalonia
 
 ```