Add MXNet documentation to sphinx project

[eslesar-aws]

Initial PR for incremental migration of README docs to sphinx project

Merge Checklist

Put an x in the boxes that apply. You can also fill these out after creating the PR. If you're unsure about any of them, don't hesitate to ask. We're here to help! This is simply a reminder of what we are going to look for before merging your pull request.

• [ X] I have read the CONTRIBUTING doc
• I have added tests that prove my fix is effective or that my feature works (if appropriate)
• I have updated the changelog with a description of my changes (if appropriate)
• I have updated any necessary documentation (if appropriate)

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

[codecov-io]

Codecov Report

Merging #622 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master     #622   +/-   ##
=======================================
  Coverage   92.73%   92.73%           
=======================================
  Files          71       71           
  Lines        5437     5437           
=======================================
  Hits         5042     5042           
  Misses        395      395

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