ci: Add build docs step to PR workflows (and fix currently broken autodoc generation)

[romanc]

Description

PR #205 added basic support for auto-generated docs from docstrings. Docs aren't automatically generated and published yet. Recent changes such as removing global_config.py, splitting GridSizer and SubGridSizer, or adding State thus weren't captured in the docs. This PR suggest to improve the situation with two measures

1. We build the docs as part of the CI tests that run on PRs. This will catch us if we remove things that are still referenced in the docs. The additional check isn't required to merge (we can change that).
2. To improve the situation when we add new modules / features, I suggest to slightly change the pull request template to include a specific reminder.

There's a discussion to have when we should start automatically publishing docs, see #269. In my opinion, this discussion is tangential because even if we automatically publish docs, we'd like to know if a PR would break building the docs.

We should also have a separate discussion about the structure of docs. This could fit nicely in the context of the package restructuring discussion, see #243.

How has this been tested?

The new workflow properly failed before adding the fixes, see here.

Checklist

• My code follows the style guidelines of this project
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• My changes generate no new warnings
• Any dependent changes have been merged and published in downstream modules
  N/A
• New check tests, if applicable, are included