feat: add BUILD.md file with building instructions

BUILD.md

@@ -0,0 +1,53 @@
+# Build Instructions
+
+1. **Clone the Repository**
+
+    First, clone the repository using the following command:
+
+    ```bash
+    git clone https://github.com/wazuh/wazuh-agent.git
+    ```
+
+2. **Initialize Submodules**
+
+    The project uses submodules, so you need to initialize and update them. Run the following commands:
+
+    ```bash
+    cd wazuh-agent
+    git submodule update --init --recursive
+    ```
+
+3. **Build the Project**
+
+    Navigate to the `src` folder and create a `build` directory:
+
+    ```bash
+    cd src
+    mkdir build
+    cd build
+    ```
+
+    Run `cmake` to configure the project:
+
+    ```bash
+    cmake ..
+    ```
+
+    If you want to include tests, configure the project with the following command:
+
+    ```bash
+    cmake .. -DBUILD_TESTS=1
+    ```
+
+4. **Build the Project**
+
+    Finally, build the project using `make`:
+
+    ```bash
+    make
+    ```
+
+## Notes
+
+- The project uses `vcpkg` as a submodule to manage dependencies. By initializing the submodules, `vcpkg` will automatically fetch the necessary dependencies when running CMake.
+- Ensure you have `cmake` and `make` installed on your system. You can install them via your package manager.