ExternalProject: Clarify documented role of `INSTALL_COMMAND`

It is for the install step of the external project and does not
affect installation of the calling project.

Modules/ExternalProject.cmake

@@ -176,7 +176,11 @@ Create custom targets to build projects in external trees
   ``INSTALL_DIR <dir>``
     Installation prefix
   ``INSTALL_COMMAND <cmd>...``
-    Command to drive install after build
+    Command to drive installation of the external project after it has been
+    built.  This only happens at the *build* time of the calling project.
+    In order to install files from the external project alongside the
+    locally-built files, a separate local :command:`install` call must be
+    added to pick the files up from one of the external project trees.
 
   Test step options are: