Make sg installation first step in onboarding docs

Created by: mrnugget

This does two things:

1. Changes the install method for sg from running ./dev/sg/install.sh and compiling it to the one-liner that downloads the binary and installs it. That can already solve issues for new colleagues.
2. It moves the sg to the front of the onboarding steps. That allows us to then gradually work towards https://github.com/sourcegraph/sourcegraph/issues/24900 by replacing the following steps with sg commands.