Local doc instructions

CONTRIBUTING.md

@@ -1,3 +1,24 @@
 # Contributing guide
 
 Page in construction, for now go to https://github.com/pymc-devs/pymc-extras#questions.
+
+## Building the documentation
+
+To build the documentation locally, you need to install the necessary
+dependencies and then use `make` to build the HTML files.
+
+First, install the package with the optional documentation dependencies:
+
+```bash
+pip install ".[docs]"
+```
+
+Then, navigate to the `docs` directory and run `make html`:
+
+```bash
+cd docs
+make html
+```
+
+The generated HTML files will be in the `docs/_build/html` directory. You can
+open the `index.html` file in that directory to view the documentation.