doc: fix the "custom install targets" to handle DESTDIR

Stuff has to be installed/copied in an actual "install" target for Cmake
to handle DESTDIR sanely, a custom target is not enough.

So the story now is:

  - add a component-local install rule

  - make the "custom install target" invoke it

  - make sure the custom target has been executed at install time

Maybe all this is not even worth the effort anymore and the "custom
install targets" could go away altogether, their point was to have
_them_ invoke at install time end exploit the dependencies chain.