Add a HINT for client-vs-server COPY failure cases.

Users often get confused between COPY and \copy and try to use client-side
paths with COPY.  The server then cannot find the file (if remote), or sees
a permissions problem (if local), or some variant of that.  Emit a hint
about this in the most common cases.

In future we might want to expand the set of errnos for which the hint
gets printed, but be conservative for now.

Craig Ringer, reviewed by Christoph Berg and Tom Lane

Discussion: <CAMsr+YEqtD97qPEzQDqrCt5QiqPbWP_X4hmvy2pQzWC0GWiyPA@mail.gmail.com>