Add documentation build instructions and custom script details

Added a README with instructions on building documentation locally, including installing dependencies and running build commands. Custom scripts generate additional documentation files.

docs/README.md

@@ -0,0 +1,42 @@
+# How to build the documentation locally
+
+To build the documentation locally, you need to install the required dependencies and run the build command.
+
+## Install dependencies
+
+To install the required dependencies, run the following command:
+
+```bash
+pip install -r docs/requirements.txt
+```
+
+## Build the documentation
+
+To build the documentation, run the following command:
+
+```bash
+make -C docs html
+```
+
+There are other documentation files that are generated using some custom scripts. To generate these files, run the following commands:
+
+You will need to have Doxygen installed to generate the Doxygen documentation.
+
+```bash
+# Generate Doxygen documentation
+doxygen docs/Doxyfile
+
+# Generate Sphinx documentation from Doxygen
+python .scripts/link_doxygen_sphinx.py
+
+# Link Examples
+python .scripts/link_examples_sphinx.py
+
+# Run changelog updater
+run: python .scripts/update_changelog.py
+
+# Append includes to index files
+python .scripts/append_includes.py docs/source/reference/migration desc false
+```
+
+The generated HTML files will be available in the `docs/build/html` directory.