Helpful message when 'module not found' is a directory in working directory

[ariebovenberg]

It's already documented why:

slotscheck mymodule/

doesn't work if the current directory is not explicitly in sys.path.

However, this is a corner of Python unknown to many. To prevent unnecessary frustration, a helpful message can be printed linking to the docs

[ariebovenberg]

I've added a link to the module discovery docs in the 'module could not be found' message as of version 0.12.1.