Expand Docs for Local Setup to Run Integration Tests

[ThomasVitale]

Describe the proposal

it would be nice to expand the documentation on how to establish a local setup to run the integration tests in the "sdk-test" folder module, with step-by-step instructions.

That module is excluded from the Maven project, so when running a local build possible errors/regressions are not caught. And when errors happen on GitHub Actions, it's not straightforward to debug them.

Looking at how the pipeline is designed and what it's documented in the README.md file, I've been trying to get a working local setup in the context of #1050, but I didn't succeed. It might be primarily because of ToxiProxy, but I'm not sure.

[ecabrerar]

Hi @ThomasVitale can you assign this one to me? thank you!