doc: getting_started: linux: reference to the 3rd party compilers page

The documentation was talking about not using Zephyr's SDK, but
referenced back to the GSG where only Zephyr SDK is covered in detail.
Refer to the 3rd party compilers page, where relevant information can be
found.

Fixes #42272

Signed-off-by: Gerard Marull-Paretas <gerard.marull@nordicsemi.no>