Add some docs about how to set up local dev env

**Describe the feature you'd like**

A clear and concise description of what you want to happen.

目前整个代码库项目比较多，依赖语言和环境也比较复杂，通过目前的文档可以较为顺利地安装和部署，但是如果需要进行本地调试开发，相关编译调试文档还是比较欠缺的，希望可以补充相关文档降低开发环境配置门槛。

**Additional context**

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目前找不到相关文档阐述开发环境编译配置，例如：
1. openmldb项目的`mvn compile` 等操作之前需要先进行 `make` 操作，
2. openmldb项目的 `mvn install` 等操作会触发 gpg, scalatest 等插件运行，在本地执行一般会失败，需要skip相关插件，可以配置`install -Dgpg.skip -DskipTests=true -Dwagon.skip=true -Dmaven.test.skip=true -f pom.xml`
3. 3.8.1及以后的maven不支持http repository，项目使用的 confluent repo(https://packages.confluent.io/maven) 中相关库会出现下载失败等情况，可以使用以下方式解决：
3.1 maven降级
3.2 maven settings.xml 中增加 mirror 配置
```xml

maven-default-http-blocker
http://127.0.0.1/dont-go-here
dummy
false

```

Look for existing documentation files in the repository, likely in a docs/ or README.md. The issue mentions specific build steps for the OpenMLDB project: the need to run 'make' before 'mvn compile', skipping certain Maven plugins, and handling HTTP repository issues with Maven 3.8.1+. Start by checking the project's build instructions and see where these steps are missing. The goal is to add a new section or file explaining local development setup, including the commands and configuration snippets provided.

Written by the indexing model from the issue text.