docs: update README.md with build dir instructions

If one wants to build the project without using a build dir, it will
fail. Thus, adding the instructions to warn about it on Command Line
instructions section.

Also, improved the documentation on how to configure cmake to use
Release configuration and install public outputs.

Author: Pedro Soares

README.md

@@ -172,13 +172,14 @@ change the config from `Debug` (default) to `Release`, use another build tool li
 to install the dependencies, remember to specify the `-DCMAKE_TOOLCHAIN_FILE=...` option when you run the initial build
 configuration.
 
-- Configure the build system: `"cmake ."`
+- Create a build directory: `"mkdir build && cd build"`
+- Configure the build system: `"cmake .."`
 - Tell CMake to invoke the build system: `"cmake --build ."` _You can repeat this step to rebuild your changes._
 - CTest comes with CMake and runs the tests: `"ctest ."` _Run this frequently, and make sure it passes before commits._
 
-You can then optionally install the public outputs by running.
-
-- `cmake --build . --config Release --target install` _You probably need to use `sudo` on Unix to do this._
+You can then optionally install the public outputs by configuring it with `Release`:
+- `cmake -DCMAKE_BUILD_TYPE=Release ..`
+- `cmake --build . --target install` _You probably need to use `sudo` on Unix to do this._
 
 ## Interactive tests