None of our day-to-day engineers use the gitpod so it gets out of date a lot 😞
In generally the easiest way is to use macos or linux and install everything needed via homebrew.
I think the dotnet instructions need an update at https://github.com/pulumi/pulumi/blob/master/CONTRIBUTING.md#installing-pulumi-dependencies-on-macos but the rest of those homebrew packages should install fine.
Then if you want to run your build of pulumi just run