Instructions for adding a native external library dependency

[carlossanlop]

Contributes to #101465

General guidance with the essential steps to add or update a native external library.

Each library might have its own specific steps, we can add them later as needed.

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[jkoritzinsky]

We should have some guidance somewhere about when to vendor in a library vs depend on a system library (ie explaining why we vendor in zlib-ng but don't vendor in openssl).

[carlossanlop]

We should have some guidance somewhere about when to vendor in a library vs depend on a system library (ie explaining why we vendor in zlib-ng but don't vendor in openssl).

Good point. Let me think about this.

[carlossanlop]

Sorry for the delay here. I have addressed the last batch of comments.