apache/mxnet ? reverse-engineered prompt

Build me a working local setup for Apache MXNet from this repo.

I want to be able to compile it, install the Python package, and run a simple example to make sure everything is working. If there are any missing setup steps, please figure them out from the repo and current docs online if needed, then make the smallest changes needed so a new person can get it running without getting stuck.

Please also make sure the basic tests or a quick smoke check can run successfully, and add clear instructions for how to build and verify it on my machine.