Add instructions for how to install prerequisites on Windows/MacOS

[pettersv]

Describe the bug

The install prerequisites step assumes linux is being used. Some of our users prefer (or are forced to) use Windows or MacOS so it would be very nice if we could provide hands-on instructions how to install and verify the prerequisites also on these operating systems. It is OK to link to other quides as long as they are "official" i.e. likely to stick around and get updated.