CREW CLBED RWY HDG INSTEAD OF MAKING A L TURN ON COURSE.

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ON TKOF OUT OF NAPA COUNTY (APC); I CLBED OUT ON RWY HDG OFF OF RWY 36L. WE WERE NOT ASSIGNED ANY SID. THE IFR CLRNC THAT I HAD RECEIVED FROM GND HAD CLRED US TO SGD VOR. ON DEP; I MAINTAINED RWY HDG UNTIL CHKING IN WITH DEP. THE CTR CTLR THEN ASKED US IF WE WERE IN OUR TURN. I IMMEDIATELY STARTED THE L TURN TO SGD VOR. WE WERE ASKED TO CALL CTR. WHEN I DID; THE CTLR VERY POLITELY ASKED IF I WAS FAMILIAR WITH THE DEP PROC. I TOLD HIM THAT I WASN'T. HE TOLD ME THAT WE NEEDED TO START THE TURN TO SGD BY 1 MI. I HADN'T REALIZED THAT. I LATER LOOKED AT THE PUBLISHED SID FOR THAT RWY (LIZARD DEP) AND IT SPELLED OUT THE PROC. I LOOKED AT THE INST DEP ON THE COMMERCIAL ARPT DIAGRAM AND REALIZED THAT I HAD OVERLOOKED THE NOTE CLRING THE ACFT ON COURSE AFTER TKOF. THE CTLR CLRED THE AIRSPACE FOR US. HE SAID HE WASN'T GOING TO FILE A DEV. ALTHOUGH I DID MISS THE TURN ON COURSE OFF OF THE STANDARD IFR DEP PROC; I FEEL IT COULD HAVE BEEN AVOIDED IF I HAD BEEN ASSIGNED THE LIZARD DEP. IT MADE THE IMPORTANCE OF THE TURN EASILY SEEN. IT WOULD BE BEST TO ASSIGN THE SID NO MATTER THE METEOROLOGICAL CONDITIONS.