Add a compilation guide to rocksdb

Summary: as title.

Test Plan: no

Reviewers: dhruba

CC: leveldb

Differential Revision: https://reviews.facebook.net/D14121

COMPILATION.md

@@ -0,0 +1,23 @@
+Currently Rocksdb is developed on Linux (CentOS release 5.2), with
+gcc 4.71. To build it on your own platform, you'll need to:
+
+* Make sure your compiler (either `clang` or `gcc`) supports
+  C++ 11. Please make the version for `gcc` is 4.8 or above; for
+  `clang` the version is 5.0 or above.
+
+* Install the the libraries that rocksdb depends on:
+  - [zlib](http://www.zlib.net/), a library for data compression.
+  - [gflags](https://code.google.com/p/gflags/) that handles command line
+    flags processing.
+
+## Platforms on which rocksdb can compile:
+
+* Linux
+* `OS X`: right now rocksdb can be compiled in Mac if you
+    * update your xcode to latest version, which allows you to use compiler
+     that supports C++ 11.
+    * install gflags, you may run build_tool/mac-install-gflags.sh to install
+      it. If you install gflags with other means (for example,
+      `brew install gflags`), please set `LIBRARY_PATH` and `CPATH` accordingly.
+    * Please note some of the optimizations/features are disabled in OSX. And we
+      did not run any production workload on it.