Merge pull request #7849 from lexual/docs_install_conda_wakari

Docs: improve installation instructions, recommend Anaconda.
BUG: fix multi-column sort that includes Categoricals (GH7848)
CLN: refactor _lexsort_indexer to use Categoricals
BUG: Categorical concat should preserve levels (GH7864)
Merge pull request #7850 from jreback/cat_sort

BUG: fix multi-column sort that includes Categoricals / concat (GH7848/GH7864)
ENH7792 add optional level argument to set_names(), set_levels() and set_labels()