feat: added all_gather docs

[raresgaia123]

added explanation on how All Gather example can be run across single and multiple worlds.

Description

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Type of Change

• [ ] Bug Fix
• [ ] New Feature
• [ ] Breaking Change
• [ ] Refactor
• [x] Documentation
• [ ] Other (please describe)

Checklist

• [ ] I have read the contributing guidelines
• [ ] Existing issues have been referenced (where applicable)
• [ ] I have verified this change is not present in other open pull requests
• [ ] Functionality is documented
• [ ] All code style checks pass
• [ ] New code contribution is covered by automated tests
• [ ] All new and existing tests pass