[lldb] Add lldb-server targets to build docs

The current doc has people just do "ninja lldb" which is
not incorrect, it does build lldb. However it does not build lldb-server.
So you can't just "lldb some-binary" and expect it to work.

I've updated the instructions to reflect that most of the time
you'll want both lldb and lldb-server.

Though there is a use case for building just lldb. I'm assuming
Mac OS (where you have debugserver) and if you only wanted to do
remote debug.

Fixes #59575

Reviewed By: JDevlieghere

Differential Revision: https://reviews.llvm.org/D140385