Overhaul developer documentation

[mlafeldt]

Catch-all issue for improving README.md and CONTRIBUTING.md

• Cargo features
  • Document Cargo features #549
• Cargo examples
  • Document available examples #555
• Clarify use of duckdb-rs as a database client vs for DuckDB extensions
  • panic: DuckDB API not initialized or DuckDB feature omitted #536
• Document C API thread safety
  • Document C API thread safety #453
  • QUESTION: is Connection thread safe?  #201
• How to load built extensions
  • Better docs for examples/hello-ext #181
• More useful examples
  • Improve docs #106
• Cross compilation
  • Cross compilation error #239

...

[lukesneeringer]

Trying to build without features = ["bundled"] (which is extremely slow) is really frustrating right now. It would be very much appreciated if there could be documentation on how to manage to link a pre-built library.

I've tried to use DUCKDB_LIB_DIR like the documentation says and I can't get it to work...