[Event Hubs] updated README with install steps for azure-identity and aiohttp (Azure#16215)

* updated README with install steps for azure-identity and aiohttp

* wording + clarity on credential types/async transport

Co-authored-by: Adam Ling (MSFT) <adam_ling@outlook.com>

Co-authored-by: Adam Ling (MSFT) <adam_ling@outlook.com>

Author: swathipil

sdk/eventhub/azure-eventhub/README.md

@@ -56,6 +56,10 @@ Alternately, one can use a Credential object to authenticate via AAD with the az
 [TokenCredential](https://github.com/Azure/azure-sdk-for-python/blob/master/sdk/core/azure-core/azure/core/credentials.py)
 protocol. There are implementations of the `TokenCredential` protocol available in the
 [azure-identity package](https://pypi.org/project/azure-identity/). The host name is of the format `<yournamespace.servicebus.windows.net>`.
+- To use the credential types provided by `azure-identity`, please install the package:
+```pip install azure-identity```
+- Additionally, to use the async API supported on Python 3.5+, you must first install an async transport, such as [`aiohttp`](https://pypi.org/project/aiohttp/):
+```pip install aiohttp```
 - When using Azure Active Directory, your principal must be assigned a role which allows access to Event Hubs, such as the
 Azure Event Hubs Data Owner role. For more information about using Azure Active Directory authorization with Event Hubs,
 please refer to [the associated documentation](https://docs.microsoft.com/azure/event-hubs/authorize-access-azure-active-directory).