Add a hint when failing to import a module in cases where a user might want to use a relative import

[KristofferC]

Fixes #40959

julia> module Foo
           a = 5
           export a
       end
Main.Foo

julia> using Foo
ERROR: ArgumentError: Package Foo not found in current path, maybe you meant `import/using .Foo`. Otherwise, run `import Pkg; Pkg.add("Foo")` to install the Foo package.
Stacktrace:
 [1] require(into::Module, mod::Symbol)
   @ Base ./REPL[1]:19

[IanButterworth]

Seems good to me!

[DilumAluthge]

This is a nice quality-of-life improvement. Could we backport it to 1.6 and 1.7 (not 1.7.0, but instead 1.7.1)?