Having documentation preview in PR would be really handy for reviewing #958
Description
As mentioned in a #733, I think it would be really worth having a preview for the documentation in PR to be able to do a proper review and see if there is any glitches in the rendering.
Circle CI + a GitHub Actions to redirect is something that we use in scikit-learn and skrub.
I did a couple of documentation PRs and it is something that I missed.