Add a page explaining quickly setting up with custom data in live docs

[RdoubleA]

See #2215 for context. The information is spread across multiple pages, but it's not immediately clear to a user first starting out. Since this is the most important question when fine-tuning an LLM, it should be immediately visible.

[Vishnu-sai-teja]

Hey can you assign me this issue

[RdoubleA]

@Vishnu-sai-teja Thanks for volunteering to take this, I'll go ahead and assign it to you! Please tag me as a reviewer, and let me know if you have any trouble modifying the live docs.

[Vishnu-sai-teja]

@RdoubleA how do I join the slack ?

[RdoubleA]

@Vishnu-sai-teja We are on Discord, you can join our server with this link: https://discord.gg/JBPk3F6K. Feel free to message the general channel or myself (same username) if you have any questions.