Small tweaks to local setup guide
Small tweaks to local setup guide

* Move firewall rules to before installation as another requirement
* Use sub-sections for requirements types
* 2 options for cloning the repo (GOPATH or not)
* Remove unnecessary `cd` before running server locally

feedhenry/mcp-standalone,feedhenry/mcp-standalone,feedhenry/mcp-standalone,feedhenry/mcp-standalone