Many of SharpDevelop's features light up only if you install certain dependencies. So far, we only had them listed on the downloads page, which you might have already closed once you start the installer. That's why we decided to more prominently "advertise"
those - SharpDevelop 4.4's setup sports a new Finished page which encourages you to learn about dependencies right when you need them:
It is not a classic readme but really a list of recommended (freely downloadable) software that you should consider installing. Currently, the list looks like this:
Depending on your needs, feel free to mix & match. (but make sure to install the first one!)