Added first draft of "quickstart" instructions to documentation.

doc/md/QUICKSTART.md

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+# Shogun Quickstart
+
+This quickstart assumes that you're have access to standard unix/linux
+tools, cmake and a C/C++ compiler.  It may be neccessary to install 
+additional libraries or header files to compile shogun or its interfaces.
+
+## Build prerequisites
+
+* Minimal requirements: standard utils like cmake, gcc/g++/clang, ldd, 
+  bash, grep, test, sed, cut, awk, ldd, uname, cat, python-2.7
+* Optional libraries to improve performance: lapack3-dev, atlas3-headers,
+  atlas3-base-dev, libeigen3-dev
+* Depending on the enabled interfaces you may need: swig 2, r-base-dev, 
+  liboctave-dev, openjdk-6-jdk/openjdk-7-jdk, jblas, jblas-dev,
+  python2.7-dev, python-numpy 
+
+## Download sources
+
+The following commands will clone the shogun repository and download
+approximately 350-400 MB of data.
+
+```
+$ git clone https://github.com/shogun-toolbox/shogun
+$ git submodule update --init
+```
+
+## Compile, run test, install into home directory
+
+```
+$ mkdir shogun/build
+$ cd shogun/build
+$ cmake -DCMAKE_BUILD_TYPE=Debug -DENABLE_TESTING=ON -DCMAKE_INSTALL_PREFIX="/home/$USER/shogun-install" ..
+
+$ make -j5 all 
+$ make ARGS='--output-on-failure' -j5 test
+$ make install
+```
+
+## Run the examples:
+
+```
+$ export LD_LIBRARY_PATH="/home/$USER/shogun-install/lib:$LD_LIBRARY_PATH"
+$ cd "/home/$USER/share/shogun/examples/libshogun"
+$ chmod +x ./so_multiclass_BMRM && ./so_multiclass_BMRM
+```
+
+## Enabling additional interfaces
+
+### Modular interfaces:
+* `-DPythonModular=ON`
+* `-DOctaveModular=ON`
+* `-DJavaModular=ON`
+* `-DPerlModular=ON`
+* `-DRubyModular=ON`
+* `-DCSharpModular=ON`
+* `-DRModular=ON`
+* `-DLuaModular=ON`
+
+### Enabling additional static interfaces (deprecated)
+* `-DCmdLineStatic=ON`
+* `-DPythonStatic=ON`
+* `-DOctaveStatic=ON`
+* `-DMatlabStatic=ON`
+* `-DRStatic=ON`
+
+## Misc build options
+
+* `-DCMAKE_BUILD_TYPE=Debug` or `-DCMAKE_BUILD_TYPE=Release`
+* `-DENABLE_TESTING=ON`or `-DENABLE_TESTING=ON`
+* `-DCMAKE_INCLUDE_PATH=...`
+* `-DCMAKE_LIBRARY_PATH=...`
+