ENH: Add a GHA workflow to build docs

Add a GHA workflow to build the documentation.

.github/workflows/build_docs.yml

@@ -0,0 +1,31 @@
+name: Build docs
+
+on:
+  push:
+    branches: [ master ]
+  pull_request:
+    branches: [ master ]
+
+jobs:
+  build_docs:
+    runs-on: ubuntu-latest
+
+    steps:
+    - name: Checkout repository
+      uses: actions/checkout@v4
+
+    - name: Set up Python
+      uses: actions/setup-python@v5
+      with:
+        python-version: ['3.10']
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install .[extra]
+        pip install .[doc]
+
+    - name: Build documentation
+      run: |
+        cd doc
+        make -C . html-no-examples