docs: Add a note about the second DB that needs to be migrated.

CSMH lives in a second database named `student_moudule_history` and so
you need to run migrations on that to create the csmh_extended table.

README.rst

@@ -103,10 +103,13 @@ Language Packages:
 Build Steps
 -----------
 
-Create a MySQL database and a MySQL user with write permissions, and configure
-Django to use them. Then, run migrations::
+Create two MySQL databases and a MySQL user with write permissions to both, and configure
+Django to use them by updating the ``DATABASES`` setting.
+
+Then, run migrations::
 
   ./manage.py lms migrate
+  ./manage.py lms migrate --database=student_module_history
   ./manage.py cms migrate
 
 Build static assets (for more details, see `building static