[DOCS] Missing explanation on how to run the documentation locally

[likeajumprope]

When something is wrong with the documentation:

The contributing guidelines under https://koaning.github.io/scikit-lego/contribution/ do currently not include how to run the documentation locally for development.

[FBruzzesi]

Thanks for reporting!
I had this planned for a bit and only added it as a readme but always postponed to properly integrate it!
Will work on a dedication section for how to write and test documentation.