Documentation for compilation and execution of user program

Short description of the MR

Documentation with compilation and execution of user program that uses PDI.

I've changed Specification tree reference to Specification reference at the bar at the top to keep it single.

List of things to check before making a MR

Before merging your code, please check the following:

• you have added a line describing your changes to the Changelog;
• you have added any new or changed yaml config format to the validation script;
• you have added unit tests for any new or improved feature;
• you have checked pdi/docs/CheckList.md
• you have checked your code format:
  • you have checked that you respect all conventions specified in CONTRIBUTING.md;
  • you have checked that the indentation and formating conforms to the docs/formating.astyle;
  • you have documented with doxygen any new or changed function / class;
• you have correctly updated the copyright headers:
  • your institution is in the copyright header of every file you (substantially) modified;
  • you have checked that the end-year of the copyright there is the current one;
• you have updated the AUTHORS file:
  • you have added yourself to the AUTHORS file;
  • if this is a new contribution, you have added it to the AUTHORS file;
• you have added everything to the user documentation:
  • any new CMake configuration option;
  • any change in the yaml config;
  • any change to the public or plugin API;
  • any other new or changed user-facing feature;
  • any change to the dependencies;
• you have correctly linked your MR to one or more issues:
  • your MR solves an identified issue;
  • your commit contain the Fix #issue keyword to autoclose the issue when merged;
• you have added to this file any other check that was missing.

@jbigot Could you tell me if this looks as you expected? Maybe there is some missing that would be useful for the user?