[docs] remove pmml redirect, simplify some other docs (#6490)

.ci/test_windows.ps1

@@ -40,13 +40,7 @@ if ($env:TASK -eq "swig") {
 conda init powershell
 conda activate
 conda config --set always_yes yes --set changeps1 no
-
-# ref:
-# * https://stackoverflow.com/a/62897729/3986677
-# * https://github.com/microsoft/LightGBM/issues/5899
-conda install "brotlipy>=0.7"
-
-conda update -q -y conda
+conda update -q -y conda "python=$env:PYTHON_VERSION[build=*cpython]"
 
 if ($env:PYTHON_VERSION -eq "3.7") {
   $env:CONDA_REQUIREMENT_FILE = "$env:BUILD_SOURCESDIRECTORY/.ci/conda-envs/ci-core-py37.txt"

README.md

@@ -133,7 +133,7 @@ Support
 -------
 
 - Ask a question [on Stack Overflow with the `lightgbm` tag](https://stackoverflow.com/questions/ask?tags=lightgbm), we monitor this for new questions.
-- Open **bug reports** and **feature requests** (not questions) on [GitHub issues](https://github.com/microsoft/LightGBM/issues).
+- Open **bug reports** and **feature requests** on [GitHub issues](https://github.com/microsoft/LightGBM/issues).
 
 How to Contribute
 -----------------
@@ -156,8 +156,6 @@ Qi Meng, Guolin Ke, Taifeng Wang, Wei Chen, Qiwei Ye, Zhi-Ming Ma, Tie-Yan Liu.
 
 Huan Zhang, Si Si and Cho-Jui Hsieh. "[GPU Acceleration for Large-scale Tree Boosting](https://arxiv.org/abs/1706.08359)". SysML Conference, 2018.
 
-**Note**: If you use LightGBM in your GitHub projects, please add `lightgbm` in the `requirements.txt`.
-
 License
 -------
 

pmml/README.md

-PMML Generator
-==============
-
-The old Python convert script is removed due to it cannot support the new format of categorical features.
-
-Please refer to https://github.com/jpmml/jpmml-lightgbm.

python-package/README.rst

@@ -11,8 +11,6 @@ Preparation
 
 32-bit Python is not supported. Please install 64-bit version. If you have a strong need to install with 32-bit Python, refer to `Build 32-bit Version with 32-bit Python section <#build-32-bit-version-with-32-bit-python>`__.
 
-`setuptools <https://pypi.org/project/setuptools>`_ is needed.
-
 Install from `PyPI <https://pypi.org/project/lightgbm>`_
 ''''''''''''''''''''''''''''''''''''''''''''''''''''''''
 
@@ -299,10 +297,6 @@ Refer to the walk through examples in `Python guide folder <https://github.com/m
 Development Guide
 -----------------
 
-The code style of Python-package follows `PEP 8 <https://www.python.org/dev/peps/pep-0008/>`_.
-
-The package's documentation strings (docstrings) are written in the `numpydoc style <https://numpydoc.readthedocs.io/en/latest/format.html>`_.
-
 To check that a contribution to the package matches its style expectations, run the following from the root of the repo.
 
 .. code:: sh