Enhance README usage instructions, and add links

[Ivorforce]

We just had someone confused about the entry_symbol section in Discord.

I decided to have a quick look over the document and address some issues:

• Guide users the full way to running the project.
• Make it clearer that changing the names is not immediately required, to get them started faster.
• Add some links to make it easier to navigate.

[dsnopek]

Make it clearer that changing the names is not immediately required, to get them started faster.

I think it's good to tell people to change the name of the entry symbol right away, because once things are working, it seems likely that folks will forget to come back and change it. And on some platform the dynamic linker will do really strange things if you load two libraries that have the same exported symbol, and by the time folks encounter that issue, it will be non-obvious to come back to the entry symbol.

[Ivorforce]

Makes sense. I changed the structure to interweave it with the setup instructions again.

[dsnopek]

Thanks! This looks good to me :-)

The only thought I have is that this removes the note about the docs in doc_classes/ and it would be nice to say something about it, but I'm not sure where it should say it, so I think this is fine for now