CHORE: update CHANGELOG for v0.15.6

[pyansys-ci-bot]

Update CHANGELOG for v0.15.6 and remove .md files in doc/changelog.d.

Caution

Do not merge this pull request until the release has been successfully made.

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 85.15%. Comparing base (9c4cd23) to head (97efdba).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #6065      +/-   ##
==========================================
+ Coverage   84.24%   85.15%   +0.90%     
==========================================
  Files         167      167              
  Lines       63040    63040              
==========================================
+ Hits        53107    53680     +573     
+ Misses       9933     9360     -573     

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