Add docs building check for pull requests on github
There are documentation builders which build our docs and fail if sphinx has errors. We want to discover these docs failures at PR time instead of release time. We build our docs on Jenkins, and we have Jenkins jobs which build docs and will fail if the docs have errors. We should configure github with PR check that kicks off a Jenkins docs build of the docs on the PR branch and fails if the Jenkins job fails.
This could be also be enabled as a required PR check to merge if we want to, but we can decide that later.