CircleCI do not run CI when changing documentation or markdown files

[Girgias]

Description

Similar to what was done for Cirrus with #16203

Just saw that we ran CI when pushing #16415

[Girgias]

After some painful research I found:
https://discuss.circleci.com/t/how-to-ignore-files-or-subdirectories-for-the-build/2930
and
https://circleci.com/docs/using-dynamic-configuration/#execute-specific-workflows-or-steps-based-on-which-files-are-modified

which seemingly allows us to do it.