[Feature][Document] Add doc building test instruction in pydolphinscheduler DEVELOP.md

[EricGao888]

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• I had searched in the issues and found no similar feature requirement.

Description

• Add doc building instruction in pydolphinscheduler DEVELOP.md so that developers could try to build doc locally before pushing to the remote.

Use case

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Related issues

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• Yes I am willing to submit a PR!

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• I agree to follow this project's Code of Conduct

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