docs: Add build page; correct proxy info; fix Caddy example (#2579)

* Add build page; correct proxy info; fix Caddy example

* Improve Caddyfile example

* Apply review comments; add polylith Caddyfile

docs/installation/3_build.md

@@ -0,0 +1,38 @@
+---
+title: Building Dendrite
+parent: Installation
+has_toc: true
+nav_order: 3
+permalink: /installation/build
+---
+
+# Build all Dendrite commands
+
+Dendrite has numerous utility commands in addition to the actual server binaries.
+Build them all from the root of the source repo with `build.sh` (Linux/Mac):
+
+```sh
+./build.sh
+```
+
+or `build.cmd` (Windows):
+
+```powershell
+build.cmd
+```
+
+The resulting binaries will be placed in the `bin` subfolder.
+
+# Installing as a monolith
+
+You can install the Dendrite monolith binary into `$GOPATH/bin` by using `go install`:
+
+```sh
+go install ./cmd/dendrite-monolith-server
+```
+
+Alternatively, you can specify a custom path for the binary to be written to using `go build`:
+
+```sh
+go build -o /usr/local/bin/ ./cmd/dendrite-monolith-server
+```