Setup documentation system to keep track of implemented API

[EiffL]

This is an issue for sphinx-savvy people who love to setup documentation for their Python projects :-) We need to add automated doc building, which we could host on read the docs, and which creates a space for documenting various aspects of this port in addition to the links to the API. In particular, I'm thinking about something similar to the jax documentation and their Sharps Bits section: https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html

Whether we have a mechanism to write these docs in notebooks or in markdown I don't have particular preferences, very happy to discuss options here.