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 
> If you want to switch to run_tests.py then perhaps we should remove run_tests.sh. 

I also would remove as we want leave the repo more pythonic and cross-platform. It's ok, @oxtopus ?