Document missing dependencies about ralibretro HOT 5 CLOSED

The SDL2 submodule is there only for the header files, and it's not my intention to build it along with RALibretro. I agree we need to document what is needed to properly debug RALibretro though.

The dl-cores.sh script, which must be run from the repository root folder, will download the supported cores into the bin/Cores folder. I also don't see value in downloading cores as part of the build process, this should also be explained somewhere.

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I didn't notice the download script there. A separate script to handle dependencies sounds fine, and probably makes sense on Linux using make, but I personally prefer including that in the build process, only downloading files if they are not present.

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compiling the cores can possibly add more stuff to handle, their dependencies, etc...
That's why we chose to download the ones built by the libretro's buildbot.

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I noticed that in the develop branch, Windows dependencies are vendored. This is a bad idea. It increases the size of the repository significantly and needs to be synchronized regularly. I recommend documenting Windows dependencies and porting the fetching script to Windows as a first step, then cleaning the branch's history by deleting it and remaking it on the next release.

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Closed by #37 as far as I can tell, though more detail could be useful.

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