Make markdown tutorials for `ChatAgent`

[jjyaoao]

Description

Add documentation for core class ChatAgent.

Motivation and Context

Why is this change required? What problem does it solve? If it fixes an open issue, please link to the issue here. You can use the syntax close #15213 if this solves the issue #15213

• [ ] I have raised an issue to propose this change (required for new features and bug fixes)

Types of changes

What types of changes does your code introduce? Put an x in all the boxes that apply:

• [ ] Bug fix (non-breaking change which fixes an issue)
• [ ] New feature (non-breaking change which adds core functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to change)
• [x] Documentation (update in the documentation)
• [ ] Example (update in the folder of example)

Implemented Tasks

• [ ] Subtask 1
• [x] Subtask 2
• [ ] Subtask 3

Checklist

Go over all the following points, and put an x in all the boxes that apply. If you are unsure about any of these, don't hesitate to ask. We are here to help!

• [x] I have read the CONTRIBUTION guide. (required)
• [ ] My change requires a change to the documentation.
• [x] I have updated the tests accordingly. (required for a bug fix or a new feature)
• [x] I have updated the documentation accordingly.

[lightaime]

Thanks @jjyaoao for the PR. I will look into it soon!

@Obs01ete There are some small flaws. Please wait for my review.

[lightaime]

Thanks @jjyaoao. I close this for now since it is outdated.