initial COMPILING doc with linux, win, mac (new)

As mentioned in #438, I figured it would be good to have documentation on how to compile close to the source. This document definitely ended up being longer than I anticipated, so if people have suggestions on how to shorten it, please let me know.

I suppose one option is to fold the new OS X information into the wiki page, and just put bare minimum info in the file with links to the wiki.

Curious what people think and would like. Please let me know!