Update build missing warning message

[uilianries]

Update missing package warning message:

• Using CCI package czmq for demonstration;
• Added the new information: Requirements;
• There is only one occurrence of that warning message in docs;
• As semver_direct_mode is not affected by minor and patch version, all requirements show placeholders.

Related issue: conan-io/conan#6700

[memsharded]

@jgsogo PRs keep failing for unrelated links checks. I suggested completely removing them, leaving them only in nightlies or similar.

[jgsogo]

Those links are actually broken

[memsharded]

Those links are actually broken

Still, not the fault of this PR, and this kind of errors happen on PR a bit too much for my taste, some unrelated link to the PR that doesn't respond and breaks the PR contribution, which cannot longer be merged even if it is clear that the error is unrelated.

[jgsogo]

My main concern is not realizing that these links are broken and failing in master (now it is broken, did anyone realize that? what is missing in the docs and for how long?). We will merge a PR, think that everything is done and the docs are published, but no, because of the failure we don't update the docs. I prefer it to fail in the PR than to fail in master.

This check has always been there and from time to time there are broken links we need to fix. It is not something new. I agree it is PITA, I would vote to remove this check, but we need something to ensure that master is green/published. Something that forces us to fix broken links from time to time.