[DOC] installation instructions general and windows, updates/clarifications

This issue is about reproducing and potentially documenting installation of the developer version that seems to deviate from current installation instructions; and reproducing whether the current instructions, as they are written down, work properly (or not).

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Via an environment mishap, I was forced to re-install my sktime development version on windows.

The vanilla workflow described in the installation instructions did not work - I had to do this (on the newest Windows version, with Anaconda):

first navigate to local sktime clone root folder, then:

conda create --name sktime python=3.8
conda activate sktime
conda install brotlipy
pip install -e .[all-extras]
pip install pytest
pip install esig
conda install -c conda-forge fbprophet
pip install numpy==1.19.5 --force-reinstall

Some takeaways, I think we need to update the install instructions:

• fbprophet causes problems, it needs to be singled out in a separate installation step. The instructions should be explicit, e.g., about installing it first separately, or later (which then makes the force-install numpy line necessary)
• setup.py extras do not include esig, which causes breakage in the dev version
• pip install -e .[all-extras] is actually what the developer user wants, but that line actually doesn’t appear in the install instructions
• and what’s that about brotlipy, not sure - I did this after following a random fix for an error message I got

[TonyBagnall]

hi jay, did you use all_extras? all-extras doesnt work.

[fkiraly]

I think this is addressed in #1672.