Add Installation Guide for PGMQ (#323)

* Update CONTRIBUTING.md

* add review comments

* add missing url

* feat: apply suggestions from code review

* make installation to powershell specific

* Update CONTRIBUTING.md

CONTRIBUTING.md

@@ -8,6 +8,31 @@ The fastest way to get started is by running the Tembo docker image, where PGMQ
 docker run -d --name postgres -e POSTGRES_PASSWORD=postgres -p 5432:5432 quay.io/tembo/pgmq-pg:latest
 ```
 
+## PGXN Installation
+
+PGXN is a distributed network of extensions that make it easier to install and manage PostgreSQL extensions.
+
+Install PGXN Client:
+
+You can install the PGXN client by following the instructions provided in the [PGXN Client Installation Guide](https://pgxn.github.io/pgxnclient/install.html)
+
+Install PGMQ using PGXN
+
+```bash
+pgxn install pgmq
+```
+
+Alternatively, you can manually install PGMQ by downloading and building from the source using the following commands:
+> **Note:** Run these commands as the user who owns the PostgreSQL installation (often `root` on Unix-based systems) or use `sudo` if necessary.
+
+```
+curl -LO https://api.pgxn.org/dist/pgmq/1.4.2/pgmq-1.4.2.zip
+unzip pgmq-1.4.2.zip
+cd pgmq-1.4.2
+make
+make install
+```
+
 ## Building from source
 
 PGMQ requires the `postgres-server-dev` package to build. For example, to install
@@ -17,13 +42,81 @@ version 14 on ubuntu:
 sudo apt-get install postgres-server-dev-14
 ```
 
+## Platform-Specific Installation Instructions
+
+### Windows Installation
+
+If you're working on native Windows, follow these steps to install and build pgmq:
+
+1. Install PostgreSQL for Windows
+
+- Download the official PostgreSQL installer from [PostgreSQL Windows Downloads](https://www.postgresql.org/download/windows/).
+
+- Follow the installation process, ensuring you include pgAdmin and Command Line Tools
+
+- After installation, add the PostgreSQL binary directory (typically `C:\Program Files\PostgreSQL\<version>\bin`) to your system's `PATH` environment variable. This will allow access to PostgreSQL tools like `pg_config`.
+
+2. Install Build Tools (MinGW)
+
+- Download and install [MinGW](https://sourceforge.net/projects/mingw/) from MinGW. Select the GCC compiler for C/C++
+- During installation, ensure the binaries are added to the `PATH`. MinGW is essential for compiling the `pgmq` extension on Windows.
+
+3.  Install `pgmq` from Source
+
+- Download the `pgmq` source:
+
+```powershell
+Invoke-WebRequest -Uri https://api.pgxn.org/dist/pgmq/1.4.2/pgmq-1.4.2.zip -OutFile pgmq-1.4.2.zip
+Expand-Archive -Path pgmq-1.4.2.zip -DestinationPath .\pgmq-1.4.2
+cd .\pgmq-1.4.2
+
+- Build and install `pgmq`: Use the following commands to compile and install pgmq using MinGW:
+
+```bash
+make PG_CONFIG="C:/Program Files/PostgreSQL/<version>/bin/pg_config"
+make install
+```
+
+4. Create the pgmq Extension
+
+- After installation, connect to PostgreSQL and create the pgmq extension:
+
+```sql
+CREATE EXTENSION pgmq cascade;
+```
+
+### Mac Installation
+
+If you are using macOS, you can install PostgreSQL and build PGMQ using Homebrew.
+
+1. Install PostgreSQL using Homebrew:
+
+```bash
+brew install postgresql
+```
+
+2. Clone the PGMQ repository and build it:
+
+```bash
+git clone https://github.com/tembo-io/pgmq.git
+cd pgmq/pgmq-extension
+make
+sudo make install
+```
+
+3. Create the extension in PostgreSQL:
+
+```sql
+CREATE EXTENSION pgmq cascade;
+```
+
 ## Installing Postgres
 
 If you already have Postgres installed locally, you can skip to [Install PGMQ to Postgres](#install-pgmq-to-postgres).
 
 If you need to install Postgres or want to set up a new environment for PGMQ development, [pgenv](https://github.com/theory/pgenv/) is a command line utility that makes it very easy to install and manage multiple versions of Postgres.
- Follow the [installation instructions](https://github.com/theory/pgenv/?tab=readme-ov-file#installation) to install it.
- If you are on MacOS, you may need link `brew link icu4c --force` in order to successfully build Postgres.
+Follow the [installation instructions](https://github.com/theory/pgenv/?tab=readme-ov-file#installation) to install it.
+If you are on MacOS, you may need link `brew link icu4c --force` in order to successfully build Postgres.
 
 Install Postgres 16.3