Update build instructions based on recent experience. (#1011)
Update build instructions based on recent experience. (#1011)

  Clarify instructions with respect to Linux/Windows differences and add additional info.
microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime,microsoft/onnxruntime