Improve list of requirements in README and setup tutorial

[theodab]

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Building the docs requires Doxygen, which has its own requirements of cmake, a C++ compiler, flex, and bison. Our README doesn't mention that as a requirement.

In addition, the requirements in the setup tutorial and the requirements in the README are different. They should probably be synched up.

[clementgenzmer]

Here are a few that I stumble upon

brew install openssl brew install libtool brew install cmake brew install pkg-config