DOC: Improve compiler installation instructions
- [x] further improves  #27717 - Currently the 'Contributing to pandas', 'Installing a C compiler' section provides links to pages that DO NOT give information about how to install a C compiler.

Note:
- For Linux, we have recommended to install a group of packages, along with GCC:
``sudo apt-get install build-essential`` and ``yum groupinstall "Development Tools"`` whereas in the [sklearn installation page](https://scikit-learn.org/stable/developers/advanced_installation.html#linux) have recommended to install GCC with ``sudo apt-get install build-essential`` but to install individually for Fedora etc: `sudo yum -y install gcc gcc-c++``

Which would be better?





Thanks for the PR. I'm indifferent as to whether or not some of this should be included. Good to have but main concern will be keeping relevant (ex: Xcode 4.2 mentioned was released 8 years ago)

Just out of curiosity have you tried using a conda installed compiler? Wondering if that wouldn't make configuration and installation easier for newcomers:

https://www.anaconda.com/utilizing-the-new-compilers-in-anaconda-distribution-5/ Main concern was that the links in the current documentation direct to pages that do not actually talk about how to install a C compiler. This is confusing and I think this is a barrier for new contributors.

Happy to change doc to just link to conda and state that there are alternative ways of installing compilers and they can use if they wish? Maybe - haven't tried personally so don't know of any limitations that would have w.r.t. pandas. Interested in trying it out on your end? I'm not sure if a conda installed compiler is a good option as it is designed for building conda packages. However, installing a compiler from conda forge may be a good option for Mac. I believe @ogrisel and @jeremiedbb are looking into compiler installation for Mac and then updating the sklearn contributing docs. I think I will link/copy theirs once they are done.

Meanwhile I might copy the windows section from sklearn instead of just linking to it.
 @WillAyd the link about the conda compilers you give is a link about using those compilers when building packages, but not about installing those in a user (contributor) environment. However, conda-forge wrapped those in a meta-package that can be installed: https://anaconda.org/conda-forge/compilers.

But, we first need to have more testing of this I think to be sure to recommend this. In the meantime, this PR is already a big improvement over the current useless links (except for the mac part which is incorrect, maybe we should just leave that out for now). Thanks @lucyleeow !

We can always further try to improve it (eg if we know the conda-forge compilers can help), but merging this as it is a good improvement over the current links.