DOC: Add "build C extensions" note
- [x] closes #45914

This PR adds the missing information that the C extensions must be built when a local pandas repo was bind for the first time.

I also adjusted the docker commands to:
- show how you can use your forked repo (`--build-arg gh_username=yourname` was missing)
- specify the workdir `-w /home/pandas`, to directly start in the right directory
looks ok @rhshadrach merge when ready Thanks @rendner!