[docs] update and simplify installation docs

[jameslamb]

Proposes the following changes to installation docs:

The overall goals of this PR are:

• document the CUDA / GPU support in conda-forge packages
• reduce maintenance burden, complexity, and the risk of outdated information in installation docs

Specific changes:

• add docs about using the conda-forge package to get CUDA/GPU builds, and remove language about it not being maintained by us
  • I am a maintainer there now: (recipe link)
  • ref: OpenCL and GPU builds conda-forge/lightgbm-feedstock#55
• remove language about needing to install CMake to build the Python package
  • scikit-build-core does this automatically (code link)
• stop documenting minimum CMake version
  • it's too easy for this to become out of date as CMake changes are made. We can rely on raising informative errors from

    LightGBM/CMakeLists.txt

    Line 26 in fec9afa

    cmake_minimum_required(VERSION 3.18)

    to inform people about the minimum required version
• stop documenting a minimum GLIBC version for instructions about building from source
  • GLIBC version only matters when taking something precompiled on one system and running it on another system. I don't think there's anything in LightGBM's code that prevents it from being built from source on a system with older GLIBC.
• remove language about LightGBM_compilation.log file
  • that's no longer generated, as of [python-package] [ci] switch to PEP 517 / 518 builds (remove setup.py) (fixes #5061) #5759
• other minor changes

Notes for Reviewers

ref #5419 (comment)

[StrikerRUS]

Found some other places across the repo where CMake version is mentioned.

[StrikerRUS]

Remove this as well?
For **Linux** users, **glibc** >= 2.14 is required for LightGBM ``<=3.3.3`` and **glibc** >= 2.28 is required for newer versions.

LightGBM/python-package/README.rst

Line 25 in 52d40f3

For **Linux** users, **glibc** >= 2.14 is required for LightGBM ``<=3.3.3`` and **glibc** >= 2.28 is required for newer versions. Also, in some rare cases, when you hit ``OSError: libgomp.so.1: cannot open shared object file: No such file or directory`` error during importing LightGBM, you need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).

[jameslamb]

Yeah I think that makes sense.

At first I'd intentionally left this one in, because it is true that on systems where you have older versions of GLIBC, pip install lightgbm will return an sdist (that'll have to be compiled) instead of a wheel.

But looking through it again, I do see that the other sections that explicitly talk about sdists (anything about passing --no-binary lightgbm) are nested underneath this "Install from PyPI" heading. And these GLIBC requirements don't affect your ability to build from an sdist.

I've removed this in 8cee2d6.

[StrikerRUS]

Remove CMake version from here as well?

LightGBM/R-package/README.md

Line 145 in 2bc3ab8

You can perform installation either with **Apple Clang** or **gcc**. In case you prefer **Apple Clang**, you should install **OpenMP** (details for installation can be found in [Installation Guide](https://github.com/microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#apple-clang)) first and **CMake** version 3.16 or higher is required. In case you prefer **gcc**, you need to install it (details for installation can be found in [Installation Guide](https://github.com/microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#gcc)) and set some environment variables to tell R to use `gcc` and `g++`. If you install these from Homebrew, your versions of `g++` and `gcc` are most likely in `/usr/local/bin`, as shown below.

[jameslamb]

Ah yes, missed this one! Removed in 8cee2d6

[StrikerRUS]

Thanks a lot for reducing maintenance burden!

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