[Documentation] Using non-OpenAI models (#2076)

* Addition of Non-OpenAI LLM section and main doc page

* Continued writing...

* Continued writing - cloud-based proxy servers

* Folder renamed

* Further writing

* together.ai example added

* Local proxy server added, diagram added, tidy up

* Added vLLM to local proxy servers documentation

* As per @ekzhu's feedback, individual pages and tidy up

* Added reference to LM Studio and renamed file

* Fixed incorrect huggingface.co link

* Run pre-commit checks, added LM Studio redirect

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Co-authored-by: Eric Zhu <ekzhu@users.noreply.github.com>