[Feature][doc] Add python API how to connect remote gateway server

[zhongjiajie]

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

Description

For now, we do not have any docs to told users how to connect remote gateway server with python API, we have to add the docs about that

Use case

No response

Related issues

No response

Are you willing to submit a PR?

• Yes I am willing to submit a PR!

Code of Conduct

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

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