Replace `make` stuff to python stuff

This PR was created to simplify #1579 . Its objective is remove `make` stuff as the repository will be fully pythonic. 

Detailed changes in logic order:
- Remotion of custom targes from CMakeLists.txt
- Readme updated with python instructions

CC: @oxtopus @rhyolight @scottpurdy 
I think I'm the only one who still wants `run_tests.sh`, but I give it up!! :wink: