Collect information for setting up a development environment #19215
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PR Summary
It is reasonable to have all development setup information together in one place. You usually only install once, but possibly you want to directly install everything needed to run tests and build documentation as well. Thus, I find it better to list all dependencies here and only link from the documenting and testing sections (The links have been there anyway because they back-reference the general part of setting up a development environement.
This mainly rearranges existing descriptions and adapts wording a little. For sure, there could be done more (e.g. mentioning the docker image or describing how to do this in a conda environment #17096), but I'd leave these for another time because the rearrangement here is large enough already for reviewers.
Also related to #17327.