CI: build documentation for Windows
xref https://github.com/pandas-dev/pandas/pull/26499#issuecomment-495074526

documentation is a good place to start for new contributors.

should a doc build be included in CI to ensure that the documentation builds smoothly on Windows?

if so: 
- should a build failure be an allowed failure?
- should it be a separate job or included in the one of the two current windows jobs?