Add a ci step to build docs and check for any warnings

[Kipok]

E.g. right now it seems we have a few broken links

INFO    -  Doc file 'pipelines/start-server.md' contains an absolute link '/Skills/pipelines/evaluation/', it was left as is.
INFO    -  Doc file 'pipelines/start-server.md' contains an absolute link '/Skills/pipelines/generation/', it was left as is.
INFO    -  Doc file 'index.md' contains a link './evaluation/multilingual.md#FLORES-200', but the doc 'evaluation/multilingual.md' does not contain an anchor '#FLORES-200'.
INFO    -  Doc file 'evaluation/index.md' contains a link './multilingual.md#FLORES-200', but the doc 'evaluation/multilingual.md' does not contain an anchor '#FLORES-200'.
INFO    -  Documentation built in 1.56 seconds
INFO    -  [14:41:19] Watching paths for changes: 'docs', 'mkdocs.yml'
INFO    -  [14:41:19] Serving on http://127.0.0.1:8000/Skills/

[Kipok]

@activatedgeek do you think you can have a look at this when you have time?

[activatedgeek]

Sounds good! Assigned to myself.