system-console: extend mavlink shell description

advanced-system-console.md

@@ -111,8 +111,9 @@ nsh> free
 For NuttX-based systems (Pixhawk, Pixracer, ...), the nsh console can also be
 accessed via mavlink. This works via serial link or WiFi (UDP/TCP). Make sure
 that QGC is not running, then start the shell with e.g.
-`./Tools/mavlink_shell.py /dev/ttyACM0` (use `-h` to get a description of all
-available arguments).
+`./Tools/mavlink_shell.py /dev/ttyACM0` (in the Firmware source). Use `-h` to
+get a description of all available arguments. You may first have to install the
+dependencies with `sudo pip install pymavlink pyserial`.
 
 # Snapdragon DSP Console
 When you are connected to your Snapdragon board via usb you have access to the px4 shell on the posix side of things.