Bringing README_InstallCppUTest.txt uptodate

Obviously, the instructions here are for users of a release archive. I just fixed the build directory and what is obviously wrong.

How do we package instructions for potential contributors who want to build from a clone?

I think this Readme is cracking at the seems a bit because of all the different possibilities it covers. I am hesitant to add yet another one (and then, there is Eclipse, too).

Also, it is lacking
````
> make install   # for Linux and possibly Cygwin
````
Finally, why would I run make separately, unless I don't want to run the tests?

Suggestions? Maybe list the make targets with a brief description of what they do?