Add a documentation to explain how to migrate from sqlite3 to postgresl

fix #3319

Remove the build+test script, just specify everything in the CI file

Add code coverage support

make coverage runs the test_suite and generates a report

Use Catch for our test suite

`make check` is also added to compile and run the tests
Catch is fetched with cmake automatically into the build directory when needed

Test a different way to do our CI

Introduce a script, which is called with different parameters, to have a
number of builds done with a different configuration, without repeating
things too much.