[SPARKR][MINOR] Add installation message for remote master mode and improve other messages

## What changes were proposed in this pull request?

This PR gives informative message to users when they try to connect to a remote master but don't have Spark package in their local machine.

As a clarification, for now, automatic installation will only happen if they start SparkR in R console (rather than from sparkr-shell) and connect to local master. In the remote master mode, local Spark package is still needed, but we will not trigger the install.spark function because the versions have to match those on the cluster, which involves more user input. Instead, we here try to provide detailed message that may help the users.

Some of the other messages have also been slightly changed.

## How was this patch tested?

Manual test.

Author: Junyang Qian <junyangq@databricks.com>

Closes #14761 from junyangq/SPARK-16579-V1.