Nirav...
The instructions for Windows are not outdated and do
work. If followed. They are followed to the point by the CI builds and those builds are done for each
single commit to the Git repository, so if they were outdated and did not work we would probably know that.
Same with Linux, but there slight nuances are possible based on your distribution and the way it packages the compile time dependencies.
If you have some problem, please post the exact errors you are getting and information about your
environment in case of "Linux".