* [DOCS] Add prerequisites about zlib1g-devin

Add prerequisites about zlib1g-dev. It occurs `/usr/bin/ld: cannot find -lz` without zlib1g-dev.

* Add prerequisites about python-setuptools 

Add prerequisites about python-setuptools. Otherwise, it will fail when executing `python setup install --user` command.

* [DOCS] Add prerequisites about python-dev

Add installation prerequisites about python-dev. Otherwise, it will fail with `SystemError: Cannot compile 'Python.h'. Perhaps you need to install python-dev|python-devel.` when executing `python setup install --user`.