Better guides for running LMMS on Linux and/or macOS

[PhysSong]

@tresf and I talked on Discord about this.

• We have a guide for setting permissions to AppImages, but it's stable-only(see #254 for details)
• There are no notes about Mac's GateKeeper, e.g. https://support.apple.com/kb/ph25088?locale=en_US

Proper notes will help users troubleshooting problems when trying to execute LMMS.