Mention missing catch_user_config.hpp in FAQ

docs/faq.md

@@ -10,6 +10,7 @@
 [Does Catch2 support running tests in parallel?](#does-catch2-support-running-tests-in-parallel)<br>
 [Can I compile Catch2 into a dynamic library?](#can-i-compile-catch2-into-a-dynamic-library)<br>
 [What repeatability guarantees does Catch2 provide?](#what-repeatability-guarantees-does-catch2-provide)<br>
+[My build cannot find `catch2/catch_user_config.hpp`, how can I fix it?](#my-build-cannot-find-catch2catch_user_confighpp-how-can-i-fix-it)<br>
 
 
 ## How do I run global setup/teardown only if tests will be run?
@@ -89,6 +90,19 @@ above what your platform does. **Important: `<random>`'s distributions
 are not specified to be repeatable across different platforms.**
 
 
+## My build cannot find `catch2/catch_user_config.hpp`, how can I fix it?
+
+`catch2/catch_user_config.hpp` is a generated header that contains user
+compile time configuration. It is generated by CMake/Meson/Bazel during
+build. If you are not using either of these, your three options are to
+
+1) Build Catch2 separately using build tool that will generate the header
+2) Use the amalgamated files to build Catch2
+3) Use CMake to configure a build. This will generate the header and you
+   can copy it into your own checkout of Catch2.
+
+
+
 ---
 
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