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Document dependency management in Go

What does this MR do?

Go takes an unusual approach to dependency management. In working on !27746 (merged) and issues relating to Go (&3043), I found myself frequently reiterating various explanations about Go dependency management and all of its caveats. Go's documentation is scattered and can be very difficult to uncover. So I decided to write up this document.

Related issues

Closes #218514 (closed)

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