[Feature Request][Doc] Enable doctest extension for Sphinx

[tcbegley]

Motivation

The docs for TorchRL, and the docstrings from which they are built, contain many example snippets. Currently these snippets are only tested for correctness manually and on a fairly ad-hoc basis.

Solution

There is a sphinx extension called doctest which is able to run the snippets when building the docs to make sure there are no syntax errors. If we enable this in our CI pipelines we can be much more confident that examples in our documentation are syntactically correct and use up to date APIs.

Checklist

• I have checked that there is no similar issue in the repo (required)