Mention that tests need a Python-enabled gdb.

Author: vext01

src/tests/running.md

@@ -19,6 +19,10 @@ timestamp file for every test can be found under `build/ARCH/test/`.
 To force-rerun a test (e.g. in case the test runner fails to notice
 a change) you can simply remove the timestamp file.
 
+Note that some tests require a Python-enabled gdb. If you are building
+gdb from source, you need to configure with
+`--with-python=<path-to-python-binary>`.
+
 ## Running a subset of the test suites
 
 When working on a specific PR, you will usually want to run a smaller