Update Windows local mode doc (#1039)

* Update QuickStart.md

* Update FAQ.md

* Update FAQ.md

* Fix comments

* Update QuickStart.md

* Update WindowsLocalMode.md

* Update WindowsLocalMode.md

* Update

docs/en_US/FAQ.md

@@ -30,5 +30,8 @@ If you upgrade your NNI or you delete some config files of NNI when there is an
 ### Could not get `default metric` in webUI of virtual machines
 Config the network mode to bridge mode or other mode that could make virtual machine's host accessible from external machine, and make sure the port of virtual machine is not forbidden by firewall. 
 
+### Windows local mode problems
+Please refer to [NNI Windows local mode](WindowsLocalMode.md) 
+
 ### Help us improve
 Please inquiry the problem in https://github.com/Microsoft/nni/issues to see whether there are other people already reported the problem, create a new one if there are no existing issues been created.

docs/en_US/QuickStart.md

@@ -10,7 +10,11 @@ We support Linux MacOS and Windows(local mode) in current stage, Ubuntu 16.04 or
 ```
 
 #### Windows
-
+If you choose Windows local mode and use PowerShell to run script, you need run below PowerShell command as administrator at first time.
+```bash
+    Set-ExecutionPolicy -ExecutionPolicy Unrestricted
+```
+Then install nni through pip:
 ```bash
     python -m pip install --upgrade nni
 ```
@@ -138,17 +142,14 @@ Note, **for Windows, you need to change trial command `python3` to `python`**
 
 All the codes above are already prepared and stored in [examples/trials/mnist/](https://github.com/Microsoft/nni/tree/master/examples/trials/mnist).
 
-If you choose Windows local mode and use PowerShell to run script, you need run below PowerShell command as administrator at first time.
-
-```bash
-    Set-ExecutionPolicy -ExecutionPolicy Unrestricted
-```
-
-When these things are done, run below line to start an experiment.
+#### Linux and MacOS   
+Run the **config.yml** file from your command line to start MNIST experiment.
 
 ```bash
     nnictl create --config nni/examples/trials/mnist/config.yml
 ```
+#### Windows   
+Run the **config_windows.yml** file from your command line to start MNIST experiment.
 
 **Note**, if you're using windows local mode, it needs to change `python3` to `python` in the config.yml file, or use the config_windows.yml file to start the experiment.
 

docs/en_US/WindowsLocalMode.md

@@ -57,7 +57,7 @@ Set-ExecutionPolicy -ExecutionPolicy Unrestricted
 
 ### Trial failed with missing DLL in cmd or PowerShell
 
-This error caused by missing LIBIFCOREMD.DLL and LIBMMD.DLL and fail to install SciPy. Anaconda python is highly recommended. If you use official python, make sure you have one of `Visual Studio`, `MATLAB`, `MKL` and `Intel Distribution for Python` installed on Windows before running NNI. If not, try to install one of products above or Anaconda python(64-bit).
+This error caused by missing LIBIFCOREMD.DLL and LIBMMD.DLL and fail to install SciPy. Using anaconda python(64-bit) can solve it.
 >ImportError: DLL load failed
 
 ### Trial failed on webUI
@@ -73,10 +73,12 @@ If there is a stderr file, please check out. Two possible cases are as follows:
 * forget to change the trial command `python3` into `python` in each experiment YAML.
 * forget to install experiment dependencies such as TensorFlow, Keras and so on.
 
-### Support tuner on Windows
+### Fail to use BOHB on Windows
+Make sure C++ 14.0 compiler installed then try to run `nnictl package install --name=BOHB` to install the dependencies.
+
+### Not supported tuner on Windows
+SMAC is not supported currently, the specific reason can be referred to this [github issue](https://github.com/automl/SMAC3/issues/483).
 
-* SMAC is not supported
-* BOHB is supported, make sure C++ 14.0 compiler and dependencies installed successfully.
 
 Note: