Add tiny doc explaining how to build on macOS

ext/libdatadog_api/macos_development.md

@@ -0,0 +1,26 @@
+# Developing on macOS
+
+As of this writing (August 2024), the libdatadog builds on rubygems.org only support Linux.
+
+We don't officially support using libdatadog for Ruby on other platforms yet, but it is possible to use it for local development on macOS.
+(**Note that you don't need these instructions if you develop inside docker.**)
+
+Here's how you can do so:
+
+1. [Install rust](https://www.rust-lang.org/tools/install)
+2. Install `cbindgen`: `cargo install cbindgen`
+3. Clone [libdatadog](https://github.com/datadog/libdatadog)
+4. Create a folder for building into based on your ruby platform:
+
+```
+export DD_RUBY_PLATFORM=`ruby -e 'puts Gem::Platform.local.to_s'`
+mkdir -p my-libdatadog-build/$DD_RUBY_PLATFORM
+```
+
+5. Build libdatadog into this folder: `./build-profiling-ffi.sh my-libdatadog-build/$DD_RUBY_PLATFORM`
+6. Tell the Ruby where to find libdatadog: `export LIBDATADOG_VENDOR_OVERRIDE=/full/path/to/my-libdatadog-build/` (Notice no platform here)
+7. Run `bundle exec rake clean compile`
+
+If you additionally want to run the profiler test suite, also remember to `export DD_PROFILING_MACOS_TESTING=true` and re-run `rake clean compile`.
+
+These instructions can quickly get outdated, so feel free to open an issue if they're not working (and/or ping @ivoanjo).