Also add some explanation about configuring the project in the README
Previously with the default build-esp32.sh script, the build directory was
deleted and recreated so the project would always be built with default config.
GCC prefixes underscore on symbol names on macOS, and so the set
undefined symbol `-u app_main` won't work. However, this is unecessary,
as the source file that defines it is specified directly to the
executable, and not through a static library.
Closes https://github.com/espressif/esp-idf/issues/4168
