Add a job to test the documentation build
# What does this PR do?

This PR adds a GitHub action to test the documentation build. While we will in the future have something to check the built documentation, it's important to test right now that there is no failure in the build at least, even if we can't see the result.
The caching only gets us one minute back in the setup :-(
Once the dummies have the docstrings of their real counterpart, we can stop installing all dependencies and have better timing though!