docs/INSTALL.md: Update SQL configuration steps

There were both mistakes and missing steps in this. Fix these.

Signed-off-by: Stephen Finucane <stephenfinucane@hotmail.com>
docs: Add 'INSTALL-shared.md' document

This is an adaptation of the one useful patchwork HOWTO article I
could find. It would be useful to include this with the source.

Signed-off-by: Stephen Finucane <stephenfinucane@hotmail.com>