Improve documentation so project creation works on Windows as well

[tuscland]

Hello ! For your info, I just tried to install skore on Windows, and I add a small issue at the initialisation, after

python -m skore create 'project.skore'

This is solved by removing the quotes. Moreover, I find the ImproperProjectName error not perfectly clear due to the ".skore" automatically integrated. (this may be only a matter of habits, I just started using it)

Originally posted by @BastienGauthier in #475 (comment)

[tuscland]

Does removing quotes works in a cross-platform fashion? We may need to use double-quotes instead.

[tuscland]

Let's work on #475 first to see if there are more things to add here.