Added python setup info + building wheels locally + GH Action.

[Martinsos]

TODO:

• Get Github Action to work.
• Migrate to Github Actions from Travis CI.
• Try getting wheel building to run locally also and if so, use that command also in CI.
• I am currently using Makefile for python stuff, but I should probably instead be using setup.py and/or pyproject.toml. I should look into that, if I can get rid of Makefile, then other stuff might also work smoother. And then also I can somewhere properly declare which are the deps that python binding uses (for dev), instead of installing one by one in the makefile? Not sure.
• Migrate to Github Actions from Appveryor (for win).
• Make sure to hunt down all the TODOs I introduced in this PR and handle them.

[Martinsos]

Got wheels building! Not for macos14, nor for windows, but we also didn't have that before, and now they are building for python 3.12 which is great.

[Martinsos]

Works, merging!