Don't say that the application needs to be compiled with the same
__WXDEBUG__ value, as this is not true since 3.0 days.
Also link the debugging overview.
The only real change is that the part about building wxGTK under Cygwin
was removed, it wasn't very useful and shouldn't distract from other,
more important, information here.
Only disable using the system libraries when a built-in version is
available, otherwise still use the system library as this seems more
useful than disabling the use of only some system libraries (liblzma and
libcurl), while still possibly depending on dozens more via GTK.
Update the documentation and remove the now unnecessary --with-libcurl
from the CI script.
Closes https://github.com/wxWidgets/wxWidgets/pull/2208
Using --with is more appropriate for libcurl and WinHTTP as they
introduce dependencies on external libraries and is done for
NSURLSession too for consistency.
And there doesn't seem to be any real reason to make these options names
longer by including "webrequest" in their names, they're clear and
unambiguous enough even without it.
This doesn't pass the indentation style check and TABs are likely to get
lost when copying/pasting anyhow, so remove them and add an explicit
note about TABs being needed here instead.
