Add an action to check the doc build (#5363)

.github/workflows/check-doc-build.yml

@@ -0,0 +1,36 @@
+name: Check documentation build
+
+on:
+  # Triggers the workflow on push or pull request events but only for the "master" branch
+  push:
+    branches: [ "master" ]
+  pull_request:
+    branches: [ "master" ]
+
+  # Allows you to run this workflow manually from the Actions tab
+  workflow_dispatch:
+
+# A workflow run is made up of one or more jobs that can run sequentially or in parallel
+jobs:
+  # This workflow contains a single job called "build"
+  build:
+    # The type of runner that the job will run on
+    runs-on: ubuntu-latest
+
+    # Steps represent a sequence of tasks that will be executed as part of the job
+    steps:
+      # Checks-out your repository under $GITHUB_WORKSPACE, so your job can access it
+      - uses: actions/checkout@v3
+
+      # Run the tests
+      - name: Install dependencies
+        run: sudo apt install build-essential python3-dev libpq-dev libffi-dev libssl-dev libkrb5-dev zlib1g-dev
+
+      - name: Install requirements
+        run: pip install -r requirements.txt
+        
+      - name: Install sphinx
+        run: pip install sphinx
+
+      - name: Check the documentation
+        run: make docs