[CMake] Add error to clarify that lldb requires libcxx

Summary:
This adds a specific error message to clarify that lldb requires libcxx when
built together with clang on macOS. In addition, the lldb building docs are also
updated.

Fixes https://bugs.llvm.org/show_bug.cgi?id=41866

Reviewers: sgraenitz, JDevlieghere, EricWF

Reviewed By: sgraenitz

Subscribers: mgorny, lldb-commits

Tags: #lldb

Differential Revision: https://reviews.llvm.org/D61877

llvm-svn: 360756