note about the icd package under conda (#2644)

Author: david-cortes-intel

doc/sources/oneapi-gpu.rst

@@ -67,6 +67,11 @@ Debian systems require installing package ``intel-opencl-icd`` (along with its d
 
 For Arch Linux, and for other distributions in general, see the `GPGPU article in the Arch wiki <https://wiki.archlinux.org/title/GPGPU>`__.
 
+.. important::
+    If using the |sklearnex| in a conda environment, GPU support requires the the OpenCL ICD package `for conda <https://github.com/IntelPython/intel-gpu-ocl-icd-system-feedstock>`__ to be installed in the conda environment, **in addition to the system install** of the same package: ::
+
+        conda install -c https://software.repos.intel.com/python/conda/ intel-gpu-ocl-icd-system
+
 Be aware that datacenter-grade devices, such as 'Flex' and 'Max', require different drivers and runtimes. For CentOS and for datacenter-grade devices, see `instructions here <https://dgpu-docs.intel.com/driver/installation.html>`__.
 
 For more details, see the `DPC++ requirements page <https://www.intel.com/content/www/us/en/developer/articles/system-requirements/oneapi-dpcpp/2025.html>`__.