[docs] Add sections to documentation on getting shared Python lib

[MilesCranmer]

I realized the current warning message isn't great for specifying what a dynamic vs shared library is. I think it's worth it to have a small section on the docs about this, and what it means to have precompilation disabled.

I think this section should replicate the contents of https://github.com/pyenv/pyenv/blob/master/plugins/python-build/README.md#building-with---enable-shared when it makes the recommendation that a shared library should be used instead.

[MilesCranmer]

Fixed by #535