[Rust] Improve the error reporting in build.rs files by using anyhow. (#6401)

[Rust] Improve the error reporting in build.rs files by using anyhow. (#6401)

* Improve build.rs error handling.

Instead of just unwrapping use Result on main function, and use anyhow to add error context.

* Remove NDArray and Python changes

* Format

* Fix build.rs

* Apply suggestions from code review

Co-authored-by: Greg Hale <ImAlsoGreg@gmail.com>
* Format

* Fix build.rs

Co-authored-by: Greg Hale <ImAlsoGreg@gmail.com>