When we introduced support for non-rustup setups we did a check if the user was
using rustup or not. However, this check was too constrained and only covered
the most common cases, but it did not work for Docker setups.
This PR addresses that and it now covers Docker setups as well!
When doing this fix we also found two other small issues which this PR also addresses.
The first is that we did not print the helpful error message when the wasm32 target
was not found and the other one was that it linked to the wrong section of the documentation.