Makefile: add platform specific phony targets

[blueelvis]

1. Added platform specific Phony targets (Linux, Windows & Darwin)
2. Added Documentation in the build instructions about this.
3. Changed cp to mv to remove a duplicate file.

Fixes #4458

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[minikube-bot]

Can one of the admins verify this patch?

[medyagh]

Looks good to me

[afbjorklund]

BTW; the change from cp to mv now caused windows to be rebuilt everytime... Not good.

Would rather have duplicate files, than having to rebuild it because something removed output.

Reverted in 2fe7856

[blueelvis]

@afbjorklund - How about we directly output as .exe? That would give best of both options.

[afbjorklund]

Yeah, but it is harder to write the make rules. So best would be if Windows stopped with the DOS :-)