Mention the features extra requirement (#630)

Note on top of the dataframe and database section that `--features extra` is required to use them

book/dataframes.md

@@ -4,6 +4,12 @@
 The dataframe commands are available from version 0.33.1 onwards
 :::
 
+::: warning
+To use the dataframe support you need a fully-featured build with `cargo build --features extra`.
+Most binary releases like the one provided via [GitHub](https://github.com/nushell/nushell/releases) should already include this.
+[See the installation instructions](/book/installation.md) for further details.
+:::
+
 As we have seen so far, Nushell makes working with data its main priority.
 `Lists` and `Tables` are there to help you cycle through values in order to
 perform multiple operations or find data in a breeze. However, there are

book/loading_data.md

@@ -43,9 +43,9 @@ Nu currently supports the following formats for loading data directly into table
 - ics
 - ini
 - json
-- nuon
+- [nuon](#nuon)
 - ods
-- SQLite databases
+- [SQLite databases](#sqlite) (requires `--features extra` build)
 - ssv
 - toml
 - tsv
@@ -238,6 +238,12 @@ license = "MIT"
 
 ## SQLite
 
+::: warning
+To use the SQLite support you need a fully-featured build with `cargo build --features extra`.
+Most binary releases like the one provided via [GitHub](https://github.com/nushell/nushell/releases) should already include this.
+[See the installation instructions](/book/installation.md) for further details.
+:::
+
 SQLite databases are automatically detected by [`open`](commands/open.md), no matter what their file extension is. You can open a whole database:
 
 ```