[codex] Document fresh Density plugin setup

[roychandensity]

Summary

• Clarifies the difference between the Density marketplace/catalog manifest and the plugin package manifest at plugins/density/.codex-plugin/plugin.json.
• Documents the official install flow: codex plugin marketplace add https://github.com/densityco/density-codex-plugin followed by codex plugin add density@densityai.
• Adds fresh-laptop smoke-test steps, the new-thread requirement after plugin install, and the split between density-codex-plugin and density-cli responsibilities.
• Adds a setup preflight for local density-cli checkouts so unsupported Node versions fail with a clear Node 24 / duckdb native install message instead of crashing or starting a long native build.

Validation

• node --test plugins/density/test/*.test.mjs