CmdStan install instructions - collecting feedback from Discourse

[mitzimorris]

Summary:

This issue is used to collect reports of CmdStan install problems and solutions

Description:

As problems are reported and solved, update CmdStan User's Guide

Additional Information:

Also make sure the CmdStan wiki pages are in sync with CmdStan User's Guide

Current Version:

v2.18.0

[mitzimorris]

CmdStan and MPI on Linux: https://discourse.mc-stan.org/t/mpi-make-build-fails-with-cmdstan/17604/7

[mitzimorris]

windows make toolchain instructions: https://discourse.mc-stan.org/t/cmdstan-installation-on-windows/11287

[mitzimorris]

added some troubleshooting instructions: #275