Add documentation related to new feature

[opensearch-trigger-bot[bot]]

Is your feature request related to a problem? A new feature has been added.

What solution would you like? Document the usage of the new feature.

What alternatives have you considered? N/A

Do you have any additional context? See please https://github.com/opensearch-project/OpenSearch-Dashboards/pull/5652.

[ashwin-pc]

This feature adds a user selectable option for changing the theme in the UI.

See attached video in the PR for a detailed explanation of how the feature works

[hdhalter]

This is a 2.14 enhancement? @vagimeli - can you review to see if it has any backend implications or is it just a change in the UI? Thanks!