CI: Move documentation build to GitHub actions

[datapythonista]

GitHub actions is out of beta, and should have much better integration with GitHub than pipelines.

I'm thinking on giving it a try for the documentation build, and see if we can get an improvement on current CI problems:

• Too many steps from the PR page to the logs (CI: Avoid two steps to access azure-pipelines logs #26895)
• Notify with a comment on the PR when there are problems (CI: Write GHA failed builds summary as a GitHub comment #26930)
• Publish the documentation for a PR so it can be seen

Any objection? Depending on how things go with the doc build, I think it may make sense to give other builds a try to.

[alimcmaster1]

+1 to publishing the docs for a PR!