[mkdocs] Add github action that tests the build of the example pages

[robertclaus]

Right now we build the examples from jupyter notebooks here https://github.com/plotly/plotly.py/blob/main/.circleci/config.yml#L356-L388

If any notebook outputs an error the build fails and the docs won't publish

We need to implement something similar for the new docs so we don't end up showing failures on published pages