ENH allow for grouped documentation with CommandCollection

[tomMoral]

While building a CLI with many different subcommands, I splitted them in groups and merged together using a CommandCollections. When documenting this CLI, I wanted to preserve this group structure. I ended up tweaking a bit the sphinx-click extension to show the groups in sources as sections, without breaking the API. See here for an example of the results obtained: https://517-227720375-gh.circle-artifacts.com/0/dev/cli.html#benchopt

I ported the code for this in this PR. Let me know if you think it might interest others, I can try to document this change and make a few examples if you think it is worth it :) Else, feel free to close this PR. It might be too specific to my use case.

[stephenfin]

Oh, I didn't know this existed. Docs are here for anyone interested. Given this is a native feature of click, I'd be happy to support this. Could you add some docs and tests to prove this out before I review it fully?

[tomMoral]

I did a quick pass on the doc and the tests:

• I added an example and reference it in usage for the doc. I modified a bit the structure to make it more modular, let me know if you'd rather keep a flat structure, I will integrate the example directly in usage (but I feel it might be a bit heavy).
• I tested the formatter did not change on nested=short and is minimal on nested=full for a CommandCollection. I don't know how I could chack for the output of _generate_nodes which would probably be better to check for the tests.

[stephenfin]

Thanks!

[tomMoral]

Thanks a lot for the super fast review!