Add linux building instructions

[O1LER]

• Do we need to mention that vcpkg should be installed in the first place?
• Do we need to specify what the difference between release and debug builds is?
• Are there any other prerequisites for building on windows?

---

By creating this pull request, I understand that code that is AI generated or otherwise automatically generated may be rejected without further discussion.
I declare that I fully understand all code I pushed into this PR, and wrote all this code myself and own the rights to this code.

[O1LER]

Any inputs on this or can we merge it?