docs: Update instructions how to (re)generate conan.lock file (#6070)

This change updates the instructions for how to generate a Conan lockfile that is compatible with Linux, macOS, and Windows.

Whenever Conan dependencies change, the Conan lock file needs to be regenerated. However, different OSes have slightly different requirements, and thus require slightly different dependencies. Luckily a single `conan.lock` file can be used, as long as the union of dependencies is included.

The current instructions in the `BUILD.md` file are insufficient to regenerate the lock file such that it is compatible with all OSes, which this change addresses. The three profiles contain the bare minimum needed to generate the lockfile; it does not particularly matter whether the build type is Debug or Release, for instance.

conan/lockfile/README.md

@@ -0,0 +1,42 @@
+# Conan lockfile
+
+To achieve reproducible dependencies, we use a [Conan lockfile](https://docs.conan.io/2/tutorial/versioning/lockfiles.html).
+
+The `conan.lock` file in the repository contains a "snapshot" of the current
+dependencies. It is implicitly used when running `conan` commands, so you don't
+need to specify it.
+
+You have to update this file every time you add a new dependency or change a
+revision or version of an existing dependency.
+
+## Updating the lockfile
+
+To update a lockfile, run the following commands from the repository root:
+
+```bash
+# Ensure that the xrplf remote is the first to be consulted, so any recipes we
+# patched are used. We also add it there to not created huge diff when the
+# official Conan Center Index is updated.
+conan remote add --force --index 0 xrplf https://conan.ripplex.io
+
+# Remove all local packages to prevent the local cache from influencing the
+# lockfile.
+conan remove '*' --confirm
+
+# Create a new lockfile that is compatible with Linux, macOS, and Windows. The
+# first create command will create a new lockfile, while the subsequent create
+# commands will merge any additional dependencies into the created lockfile.
+rm conan.lock
+conan lock create . \
+  --options '&:jemalloc=True' \
+  --options '&:rocksdb=True' \
+  --profile:all=conan/lockfile/linux.profile
+conan lock create . \
+  --options '&:jemalloc=True' \
+  --options '&:rocksdb=True' \
+  --profile:all=conan/lockfile/macos.profile
+conan lock create . \
+  --options '&:jemalloc=True' \
+  --options '&:rocksdb=True' \
+  --profile:all=conan/lockfile/windows.profile
+```