doc: beyong-GSG: Update instructions for multi-platform Zephyr SDK

Since Zephyr SDK is now supported on all major operating systems, there
is no need to restrict it to "on Linux."

This commit also removes an endorsement of the GNU Arm Embedded
toolchain because there is no need to recommend and/or use it anymore
for the aforementioned reason.

Signed-off-by: Stephanos Ioannidis <root@stephanos.io>