Build instructions in the FAQ

[Oskar Skog]

I have recently tested a small patch. The build instructions in the
FAQ kind of worked. I think the list of prerequisite packages could be
a bit more clear.

https://cygwin.com/faq/faq.html#faq.programming.building-cygwin

The FAQ forgot to mention that `patch` is required.
`cocom` is also required for the `shilka` command, but the wording made
me think it wasn't required (I don't think I've changed the Cygwin TLS).

Also, make didn't say it ignored any errors when it tried to make the
documentation, so I installed those packages too, and it's still missing
some LaTeX package. Luckily, `make install` worked "fine" after the
failed `make`.

TL;DR I tried only installing the bare minimum of packages for building
Cygwin but had to install all of them just to be sure.



I don't think the patch I tried would have affected the TLS area:
https://cygwin.com/pipermail/cygwin/2021-December/250118.html