Add CI job to build docs

Since docs will be built from source, this job is to help catch any
errors e.g. introduced by someone changing pydocs who didn't try to
rebuild the docs locally

.github/workflows/test.yml

@@ -38,3 +38,9 @@ jobs:
           flags: py${{ matrix.python-version }}
           fail_ci_if_error: true
           verbose: true
+      - name: Install docs dependencies
+        working-directory: docs
+        run: pip install --requirement requirements.txt
+      - name: Build docs
+        working-directory: docs
+        run: make html