Create BUILD_OPENTELEMETRY-COLLECTOR.md (open-telemetry#4)

BUILD_OPENTELEMETRY-COLLECTOR.md

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+## Build OpenTelemetry Collector on z/OS
+You can build the collector on z/OS from the source by following the steps below:
+
+### Requirements
+To build the collector, you need GNU make and go v1.21.11. You can find and install them using the links below:
+1. [GNU Make](https://github.com/ZOSOpenTools/makeport)
+2. [Go v1.21.11](https://www.ibm.com/docs/en/sdk-go-zos/1.22?topic=go-installing-configuring-pax-edition)
+
+### Compiling the collector
+Compile the opentelemetry collector repository using the following commands:
+```
+git clone https://github.com/open-telemetry/opentelemetry-collector.git
+cd opentelemetry-collector
+gmake install-tools
+gmake otelcorecol
+```
+
+This will generate the collector executable in the `bin` directory.
+
+### Configuring the collector
+Currently, the collector does not run without turning off metric collection. To disable metric collection, set the metrics level to `none` in the config file. An example config file is shown below:
+```
+receivers:
+  otlp:
+    protocols:
+      grpc:
+      http:
+
+exporters:
+  logging:
+    verbosity: detailed
+
+service:
+  pipelines:
+    traces:
+      receivers: [otlp]
+      exporters: [logging]
+  telemetry:
+    metrics:
+      level: none
+```
+
+### Running the collector
+Run the collector using the executable and the config file:
+
+` ./bin/<name of the executable> --config=<path to config file>`
+
+Replace '<path to config file>' with the path to your config file.