DOC: provide detailed information about building the C extensions (development environment)

[rendner]

Pandas version checks

• I have checked that the issue still exists on the latest versions of the docs on main here

Location of the documentation

https://pandas.pydata.org/docs/development/contributing_environment.html#creating-a-development-environment

Documentation problem

To setup a local development environment the user has to build the C extensions.
The current description contains minimal information about how to build the C extensions.

The information has already been expanded somewhat in PR #46055 (updated docs), but it would be helpful to provide more detailed information.

Suggested fix for documentation

Extract the already existing information into a separate section.
In addition, the new section should provide the user with more detailed information on the following questions:

• Why do these need to be build?
• How to build?
• When do they need to be build or rebuild?

The existing sections Creating an environment using Docker and Creating an environment without Docker should then refer to the newly created section.

[MarcoGorelli]

the docs have since been clarified a bit, and there's an ongoing effort to clarify them, so I think we can close this for now (though feel free to send a PR to clarify further if you wish, that'd be welcome)