Improve onboarding docs:

[jmartinesp]

Content

• Make clear the contributing guide for Synapse is for a whole different project, update the link.
• Also clarify building the SDK locally is not mandatory.

Motivation and context

Fix the issues mentioned in #4569.

[github-actions]

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 80.09%. Comparing base (62a2c2f) to head (18a925a).
Report is 12 commits behind head on develop.

Additional details and impacted files

@@           Coverage Diff            @@
##           develop    #4578   +/-   ##
========================================
  Coverage    80.09%   80.09%           
========================================
  Files         2099     2099           
  Lines        55535    55535           
  Branches      6909     6909           
========================================
  Hits         44480    44480           
  Misses        8675     8675           
  Partials      2380     2380           

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[sonarqubecloud]

Quality Gate passed

Issues
0 New issues
0 Accepted issues

Measures
0 Security Hotspots
0.0% Coverage on New Code
0.0% Duplication on New Code

See analysis details on SonarQube Cloud