[Feat] Update install.sh to Build prior to install #7825

Job	Run time
copyright_doc_and_dependencies_check (ubuntu-latest, 3.10.9)	5m 8s
linter_checks (ubuntu-latest, 3.10.9)	12m 46s
lock_check (ubuntu-latest, 3.10.9)	2m 25s
lock_check (macos-latest, 3.10.9)	3m 24s
gitleaks	28s
lock_check (windows-latest, 3.10.9)	6m 9s
e2e (ubuntu-latest, 3.10.9)	2h 4m 10s
test (ubuntu-latest, 3.8)	23m 11s
test (ubuntu-latest, 3.9)	20m 1s
test (ubuntu-latest, 3.10.9)	20m 57s
test (ubuntu-latest, 3.11)	26m 0s
test (macos-latest, 3.8)	18m 32s
test (macos-latest, 3.9)	22m 49s
test (macos-latest, 3.10.9)	21m 33s
test (macos-latest, 3.11)	22m 5s
test (windows-latest, 3.8)	19m 51s
test (windows-latest, 3.9)	18m 17s
test (windows-latest, 3.10.9)	25m 4s
test (windows-latest, 3.11)	30m 28s
	7h 3m 18s

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