distro-build/readme: adjust content of generated README files

Relevant to PR 14714

(I think the remaining suggestions in the PR are about the build
configuration.)
Windows installer: uninstall "collects"

Closes PR 14715, where Eli describes the repair

(Probably, the "collects" directory was missing from the uninstaller
list because "collects" moved under "lib" in an intermediate variant
of the directory organization.)