docs: improve documentation (#84)

resolves #78

vulnz/README.md

@@ -42,6 +42,24 @@ the below command you will end up with a directory with:
 - ...
 - `nvdcve-2023.json`
 
+### API Key is used and a 404 error occurs
+
+If an API Key is used and you receive a 404 error:
+
+```
+ERROR
+io.github.jeremylong.openvulnerability.client.nvd.NvdApiException: NVD Returned Status Code: 404
+```
+
+There is a good chance that the API Key is set incorrectly or is invalid. To check if the API Key works
+the following `curl` command should return JSON:
+
+```
+curl -H "Accept: application/json" -H "apiKey: ########-####-####-####-############" -v https://services.nvd.nist.gov/rest/json/cves/2.0\?cpeName\=cpe:2.3:o:microsoft:windows_10:1607:\*:\*:\*:\*:\*:\*:\*
+```
+
+If no JSON is returned and you see a 404 error the API Key is invalid and you should request a new one.
+
 ### Out-of-Memory Errors
 
 Create the local cache may result in an out-of-memory error. To resolve the