Better formatting, update and remove obsolete link in readme

[merni-ns]

• Use better markdown formatting in readme.
• Link to directory structure in OpenTTD repo instead of trying to duplicate a summary.
• The "music box" in OpenTTD is called "sound/music window" or "Jazz Jukebox" in the game texts.
• Remove MinGW recommendation which was unclear and used two dead links; simultaneously remove instructions for other OSs which boiled down to "check your package manager".