rm all third party submodules in cmakes (#3639)

* replace urls

* add mirror

* add mirror and md5

* add mirror

* add mirror

* add mirror

* add mirror

* add mirror

* add mirror and md5

* add mirror and url

* add mirror

* quick fix url

* rm submodule files

* update readme

* rm submodule setup in ci

* rm setup submodule in ci release

* update readme

* add instructions on where to run mkdir build

Co-authored-by: Tsai <caishenghang@oneflow.org>
Co-authored-by: oneflow-bot <69100618+oneflow-bot@users.noreply.github.com>