Use confluent local as main setup, update docs

[sivamu]

Rather than relying on the docker-compose setup, which is slow to startup and resource intensive, let's try to use the confluent local CLI as the confluent platform setup mechanism.
Docs: https://docs.confluent.io/platform/current/quickstart/ce-quickstart.html#ce-quickstart

This CLI should already be installed in the devcontainers, just need to test that it works and update the docs to use this as preferred setup.