documentation: add Step Functions SDK info (#1655)

Author: aaronmarkham

doc/workflows/index.rst

@@ -9,3 +9,4 @@ The SageMaker Python SDK supports managed training and inference for a variety o
 
     airflow/index
     kubernetes/index
+    step_functions/index

doc/workflows/step_functions/index.rst

@@ -0,0 +1,15 @@
+##################
+AWS Step Functions
+##################
+
+Orchestrate your SageMaker training and inference jobs with `AWS Step Functions <https://docs.aws.amazon.com/step-functions/latest/dg/welcome.html>`__.
+
+You can use the `AWS Step Functions Python SDK <https://aws-step-functions-data-science-sdk.readthedocs.io/en/stable/>`__ to easily create workflows that process and publish machine learning models using Amazon SageMaker and AWS Step Functions.
+You can create multi-step machine learning workflows in Python that orchestrate AWS infrastructure at scale,
+without having to provision and integrate the AWS services separately.
+
+The AWS Step Functions Python SDK uses the SageMaker Python SDK as a dependency.
+To get started with step functions, try the workshop or visit the SDK's website:
+
+* `Workshop on using AWS Step Functions with SageMaker <https://www.sagemakerworkshop.com/step/>`__
+* `AWS Step Functions Python SDK website <https://aws-step-functions-data-science-sdk.readthedocs.io/en/stable/>`__