Create docs/external_dataset.md

[Kallinteris-Andreas]

Description

adds an external dataset documentation page, similar to gymnasium's external environment page

Type of change

• Documentation only change
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

Screenshots

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Checklist:

• I have run the pre-commit checks with pre-commit run --all-files (see CONTRIBUTING.md instructions to set it up)
• I have run pytest -v and no errors are present.
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• I solved any possible warnings that pytest -v has generated that are related to my code to the best of my knowledge.
• I have added tests that prove my fix is effective or that my feature works
• New and existing unit tests pass locally with my changes