Docs build should be checked by CI

[jni]

We've had a few cases where warnings were popping up during docs build, or, in extreme cases, the documentation notebooks failed to run altogether, but the docs build passed. We should experiment with ways to ensure that the docs are being built correctly.

1. pytest-doctestplus, as suggested by @ns-rse, might be able to test the running of the code in markdown.
2. alternatively, we can check sphinx config to see whether there is a way to make the docs build fail if a notebook contains errors.