I think that it would be best to put the note earlier in the book, the first time you ask the reader to open multiple windows then relaunch the app, in the “Working With Windows” chapter, because I was wondering about that myself until I finally reached the “Using Tables & Custom Views” chapter.
BTW, Apple poorly named that setting. It should be reversed and renamed to something like “Remember Window States Across Application Launches”, which would be on by default.