Update model-client docs to include external LLM support via OpenAI c…

[vballoli]

…lient

Why are these changes needed?

Adds documentation for users that need to use different LLMs through the OpenAI API

Related issue number

"Addresses: #4117"

Checks

• [x] I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• [ ] I've added tests (if relevant) corresponding to the changes introduced in this PR.
• [ ] I've made sure all auto checks have passed.

[ekzhu]

Thanks for the speedy turn around

[ekzhu]

@vballoli thanks for the fast turn-around and edits, though after discussion with our team we decided to make the list of supported models more precise. I will submit a separate PR for this issue.

[ekzhu]

Will address in a separate PR. Thank you @vballoli for the work! It helps to inform us the newly added OpenAI endpoint support from Gemini.

[vballoli]

Happy to help! Looking forward to contributing more to autogen

[ekzhu]

@vballoli I opened a separate issue: https://github.com/microsoft/autogen/issues/4174

Meanwhile, if you are interested in maintaining a Gemini client as a community autogen package, you can take a look at the instruction here: https://microsoft.github.io/autogen/dev/user-guide/extensions-user-guide/index.html#list-of-community-projects

[vballoli]

Yep this looks good - I'll follow up on creating this over the weekend