Improve SDL compilation instructions

[tomvanbraeckel]

I see retro-go has an "sdl2" target that would presumably allow running it on a regular, x86/64 desktop computer, I think...

But I can't find documentation on how to do it, in components/retro-go/targets/sdl2/docs/README.md or BUILDING.md

I apt-get installed libsdl2-dev and ran:

./rg_tool.py --target sdl2 build

But immediately it complains about:

IDF_PATH is not defined. Are you running inside esp-idf environment?

And with IDF_PATH set as usual, of course ESP_PLATFORM is set and then it tries to compile all sorts of non-desktop things.

So I was wondering if some more instructions could be added about this, or provided here, or just some clarification that "this is not supported anymore" if that's the case.