docs: build the ory cli from source and install it under the right name

[gaultier]

Simply doing go install . will build from source (good) and then install the built executable in the GOPATH (still good) but under the very generic name cli (taken from the package name). We want to install it under the name ory (like in all the docs and the CLI help message).

Due to the current go install limitations we have to do go build -o ory . and then copy the executable.

PS: Also updated go.mod to fix critical vulnerabilities warnings.

Related Issue or Design Document

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• I have referenced an issue containing the design document if my change
  introduces a new feature.
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