docs: add beginner-friendly local setup guide

[adhraj12]

Fixes #3105

Motivation

As a new contributor, I found that having a dedicated local setup guide clarifies the prerequisites and build steps.

Modifications

• Added docs/local_setup.md to provide a clear entry point for new developers.
• Included specific troubleshooting for "unmappable character" errors on Windows (-Dfile.encoding=UTF-8), which I discovered and verified during my own setup.

Verification

• Verify design and implementation: Created a new markdown guide based on repository standards.
• Verify test coverage and CI build status: Manually verified the build locally using the instructions in the new guide. (Build Successful).
• Verify documentation: This PR is documentation.

Committer Checklist

• Verify design and implementation
• Verify test coverage and CI build status
• Verify documentation (including upgrade notes)

[CLAassistant]

All committers have signed the CLA.