README: Add Installation section

Show how to install this package before using it. Also add a note
that OPM is dead and we cannot upload new versions there.

Closes #349

Author: sriemer

README.md

@@ -52,6 +52,20 @@ These methods may be removed in future versions.
 * [proxy\_request](#proxy_request)
 * [proxy\_response](#proxy_response)
 
+## Installation
+
+This module is located at:
+https://luarocks.org/modules/pintsized/lua-resty-http
+
+Install it with:
+```
+$ luarocks install lua-resty-http <version>
+```
+
+Appending the version to the luarocks installation command can avoid migration conflicts.
+
+**Note**: OpenResty Package Manager (OPM) is dead. No new versions can be uploaded there.
+
 ## Usage
 
 There are two basic modes of operation: