Add build instructions

[mdavis-xyz]

I'd like to build this from source. (Since the pre-compiled binaries aren't available over https.)

Please add instructions to the readme (or elsewhere) explaining how to compile it.

(I tried running make all in build/linux/, but it threw an error. I'm guessing it's because I haven't installed one of the sql pre-requisite packages, but I don't know which one.)

[codebox]

Not sure what platform you are on, but there are some instructions for building on Windows on the wiki