Download protoc automatically compile/development time

Currently, Tez cannot be built out of the box because tez-api needs a protobuf compiler (protoc executable), which was also a problematic dependency in a sense that downloading/installing it is a burden on developers. Even if we have tons of gists for that, it's still uncomfortable. Not to mention if we want to support more versions at the same time.
Shipping the typically used versions (2.5.0, 3.x for later) of the protoc executable could make sense, but I'm not sure at the moment if it has any license issues, need to check, also it's not general, instead an intelligent script could do it for developers.
For 2.5, it should be done from source: https://github.com/protocolbuffers/protobuf/releases/tag/v2.5.0
But for newer versions, the protoc executable can be downloaded from the releases page: https://github.com/protocolbuffers/protobuf/releases/tag/v3.7.1

https://github.com/protocolbuffers/protobuf/releases/download/v3.7.1/protoc-3.7.1-osx-x86_64.zip
https://github.com/protocolbuffers/protobuf/releases/download/v3.7.1/protoc-3.7.1-linux-x86_64.zip