Add info on how to run the docs locally

[slorber]

I tried to infer the process from what I see being built on Vercel: https://vercel.com/mdx/mdx/A4DCozU1kbYNtMTc95JbAiNqt4m2

As far as I understand there's no dev mode with hot reload right?

[vercel[bot]]

The latest updates on your projects. Learn more about Vercel for Git ↗︎

Name	Status	Preview	Comments	Updated (UTC)
mdx	✅ Ready (Inspect)	Visit Preview	💬 Add feedback	May 4, 2023 5:29pm

[codecov-commenter]

Codecov Report

Patch coverage: 100.00% and no project coverage change.

Comparison is base (d8a62d2) 100.00% compared to head (298599f) 100.00%.

:mega: This organization is not using Codecov’s GitHub App Integration. We recommend you install it so Codecov can continue to function properly for your repositories. Learn more

Additional details and impacted files

```diff @@ Coverage Diff @@ ## main #2297 +/- ## ========================================= Coverage 100.00% 100.00% ========================================= Files 22 22 Lines 2177 2177 ========================================= Hits 2177 2177 ``` | [Impacted Files](https://app.codecov.io/gh/mdx-js/mdx/pull/2297?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) | Coverage Δ | | |---|---|---| | [packages/mdx/lib/run.js](https://app.codecov.io/gh/mdx-js/mdx/pull/2297?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-cGFja2FnZXMvbWR4L2xpYi9ydW4uanM=) | `100.00% <100.00%> (ø)` | |

:umbrella: View full report in Codecov by Sentry.
:loudspeaker: Do you have feedback about the report comment? Let us know in this issue.

[wooorm]

Thank you!