[CLI] Generate CLI executable

[jmaister]

Build the project to generate an executable for Windows, Linux, Mac.

(Builds for other operating systems might be useful too, but not required yet)

Executable name: "gaa" or "gaa.exe"

[amanangira]

@jmaister trying to understand this issue. I believe go environment variables like GOOS and GOARCH are automatically taken into consideration when running go build which already has a Makefile rule for it here.