Expand and correct build requirements in docs

Found some dependencies weren't quite right, or were just missing, after trying to compile the code. This pull request makes the following changes to the documentation:

- Add Make and Clang requirements.
- Change ZeroMQ from 2.2 to 3.2 as zmq_sendmsg is used which is only found
  in the later version.
- State requirement for development packages of ZeroMQ and LibYAML.