[BLD] Update Golang README and Makefile for generating protobuf dependencies

[eculver]

Description of changes

These are all improvements to the local development environment, specifically for our Golang code.

We recently removed generated protobuf files from the repository (see #3222). This resulted in needing to build these for my IDE to be happy. I eventually fixed what was a painful experience getting all this set up, so I added some details about getting it set up in the README.md and tweaked one thing in the Makefile for consistency with the other dependencies.

Note: there is some noise in the README.md diff that is from my linter.

We also weren't ignoring generated files, so I added them to .gitignore so they don't get re-added accidentally.

Test plan

Run make build

• Tests pass locally with pytest for python, yarn test for js, cargo test for rust

[github-actions]

Reviewer Checklist

Please leverage this checklist to ensure your code review is thorough before approving

Testing, Bugs, Errors, Logs, Documentation

• Can you think of any use case in which the code does not behave as intended? Have they been tested?
• Can you think of any inputs or external events that could break the code? Is user input validated and safe? Have they been tested?
• If appropriate, are there adequate property based tests?
• If appropriate, are there adequate unit tests?
• Should any logging, debugging, tracing information be added or removed?
• Are error messages user-friendly?
• Have all documentation changes needed been made?
• Have all non-obvious changes been commented?

System Compatibility

• Are there any potential impacts on other parts of the system or backward compatibility?
• Does this change intersect with any items on our roadmap, and if so, is there a plan for fitting them together?

Quality

• Is this code of a unexpectedly high quality (Readability, Modularity, Intuitiveness)