Drop Conan 1.x Support

[PengZheng]

Running conan1 gives the following notice:

WARN: **************************************************
WARN: *** Conan 1 is legacy and on a deprecation path **
WARN: *********** Please upgrade to Conan 2 ************
WARN: **************************************************

I think it's time to get rid of Conan 1.x.

Originally posted by @PengZheng in #815 (comment)

[pnoltes]

Note #815 already update the CI to all use conan 2. I think what is left over is updating the building documentation to conan 2.