doc: Add dependency self-compilation info

The `dependencies.md` should mention that it is possible to self-compile
the dependencies and reference `depends/README.md` for instructions.
Also mention full path to `/doc/build-*.md` for clarity.

Author: NicolaLS

doc/dependencies.md

@@ -1,8 +1,9 @@
 # Dependencies
 
 These are the dependencies used by Bitcoin Core.
-You can find installation instructions in the `build-*.md` file for your platform.
-"Runtime" and "Version Used" are both in reference to the release binaries.
+You can find installation instructions in the `/doc/build-*.md` file for your platform, or self-compile
+them using [depends](/depends/README.md). "Runtime" and "Version Used" are both in reference to the
+release binaries.
 
 ## Compiler