Build instructions: CMake < 4.0 and spectre-mitigation

**System Information (please complete the following information):**
- OS & Version: Windows 11, VS2022
- ML.NET Version: main from github 17th May 2025

**Describe the bug**
To compile the project on Windows:
CMake 4.0.2 return error "path not found"
Spectre-mitigated libraries are needed in VS2022

**To Reproduce**
Steps to reproduce the behavior:
1. Clean machine
2. Install VS2022 and follow instructions on developer page
3. Install latest CMake
4. Observe errors trying to build Native libraries

**Additional context**
Minor update needed https://github.com/dotnet/machinelearning/blob/main/docs/building/windows-instructions.md on Individual Components needed and probably a notice on using CMake <4.0.0