[FEATURE] Simplifying setup description

[wutaomsft]

Description

Right now the setup is overly lengthly. Proposed changes and reasons:

1. Remove venv. Most people are more familiar with conda.
2. Remove docker. Are we able to build and test docker? if not, suggest removing the container part.
3. Remove official support for Windows/MacOS, especially if we are not testing it.

Expected behavior with the suggested feature

Other Comments