Added Notes (#61315)

##### SUMMARY
<!--- Your description here -->


##### ISSUE TYPE
- Docs Pull Request

+label: docsite_pr

lib/ansible/modules/windows/win_domain_group_membership.py

@@ -54,6 +54,8 @@ options:
     - If not specified then the value is based on the domain of the computer
       running PowerShell.
     type: str
+notes:
+- This must be run on a host that has the ActiveDirectory powershell module installed.
 seealso:
 - module: win_domain_user
 - module: win_domain_group