[docs] update and simplify installation docs #8710

Job	Run time
r-package (debian, R-devel, clang-16)	16m 11s
r-package (debian, R-devel, clang-17)	16m 6s
r-sanitizers (ubuntu-latest, R-devel, gcc ASAN/UBSAN)	15m 9s
r-package (ubuntu-latest, gcc, R 3.6, cmake)	8m 56s
r-sanitizers (ubuntu-latest, R-devel, clang ASAN/UBSAN)	29m 6s
r-package (ubuntu-latest, gcc, R 4.3, cmake)	10m 23s
r-package (ubuntu-latest, clang, R 4.3, cmake)	10m 40s
r-package (macos-13, gcc, R 4.3, cmake)	10m 45s
r-package (macos-13, clang, R 4.3, cmake)	10m 56s
r-package (windows-latest, MINGW, R 3.6, cmake)	11m 46s
r-package (windows-latest, MINGW, R 4.3, cmake)	15m 22s
r-package (windows-2019, MSVC, R 3.6, cmake)	23m 34s
r-package (windows-2022, MSVC, R 4.3, cmake)	28m 17s
r-package (windows-latest, MINGW, R 3.6, cran)	18m 18s
r-package (windows-latest, MINGW, R 4.3, cran)	18m 56s
r-package (ubuntu-latest, gcc, R 4.3, cran)	17m 2s
r-package (macos-13, clang, R 4.3, cran)	21m 18s
r-package (macos-14, clang, R 4.3, cran)	9m 20s
all-r-package-jobs-successful	2s
	4h 52m 7s

Provide feedback