[docs] update Python-package installation guide #9538

Job	Run time
r-package (ubuntu-latest, gcc, R 4.3, cmake)	9m 8s
r-package (ubuntu-latest, clang, R 4.3, cmake)	9m 2s
r-package (macos-13, gcc, R 4.3, cmake)	8m 34s
r-package (macos-13, clang, R 4.3, cmake)	10m 16s
r-package (clang16, R-devel)	12m 2s
r-package (windows-latest, MINGW, R 3.6, cmake)	11m 59s
r-sanitizers (ubuntu-latest, R-devel, gcc ASAN/UBSAN)	15m 23s
r-package (windows-latest, MINGW, R 4.3, cmake)	16m 50s
r-package (clang17, R-devel)	12m 35s
r-package (windows-2019, MSVC, R 3.6, cmake)	23m 20s
r-package (clang18, R-devel)	12m 4s
r-sanitizers (ubuntu-latest, R-devel, clang ASAN/UBSAN)	29m 49s
r-package (windows-2022, MSVC, R 4.3, cmake)	28m 54s
r-package (windows-latest, MINGW, R 3.6, cran)	11m 19s
r-package (windows-latest, MINGW, R 4.3, cran)	12m 28s
r-package (clang19, R-devel)	11m 55s
r-package (ubuntu-latest, gcc, R 4.3, cran)	10m 26s
r-package (gcc14, R-devel)	11m 6s
r-package (macos-13, clang, R 4.3, cran)	9m 15s
r-package (intel, R-devel)	12m 40s
r-package (macos-14, clang, R 4.3, cran)	7m 9s
r-package (rchk, R-devel)	12m 50s
all-r-package-jobs-successful	1s
	4h 59m 5s

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