Updated linux build script.

[AlbertoCasasOrtiz]

Fixes issue #3488

Brief summary of changes

Added swig 4.1.1 instead of old version 4.0.2.

Testing I've completed

• Run script in Ubuntu 22.04 and execute.
• Run script in Ubuntu 20.04 and execute.
• Run script in Ubuntu 18.04 and execute.
• Run script in Debian 10 and execute.
• Run script in Debian 11 and execute.
• Run script in MacOS 11 and execute.
• Run script in MacOS 12 and execute.
• Run script in MacOS 13 and execute.
• Run script in Windows 10 and execute.
• Run script in Windows 11 and execute.

Looking for feedback on...

I'll may need help with testing in MacOS.

CHANGELOG.md (choose one)

• no need to update because this is just an update to build scripts and documentation.

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This change is 

[AlbertoCasasOrtiz]

Current problem is that python cannot be found in windows in the script. This is because when installing using chocolatey, the environment of powershell is not refreshed (and that is why some tools like git have to be called using the full path). If you restart powershell and call the script again, it works normally.

This looks like a good solution that would allow to detect python, and get rid of full paths when calling commands that you just installed: https://stackoverflow.com/a/46760714/12928292

[adamkewley]

Seems reasonable enough 👍

[AlbertoCasasOrtiz]

I have finally tested in every of the listed OS. For Mac, I tested using GitHub actions as Nick suggested.