update message

src/main/java/com/google/devtools/build/lib/bazel/bzlmod/RegistryFactoryImpl.java

@@ -49,7 +49,8 @@ public class RegistryFactoryImpl implements RegistryFactory {
     }
     if (uri.getPath() == null) {
       throw new URISyntaxException(
-          uri.toString(), "Registry URL path is not valid -- did you mean to use file://?");
+          uri.toString(), "Registry URL path is not valid -- did you mean to use file://foo/bar? "
+          + "or file:///c:foo for windows?");
     }
     switch (uri.getScheme()) {
       case "http":