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Add docs on how to setup a self-hosted model with a LiteLLM proxy

Bruno Cardoso requested to merge bc/custom-models-docs-litellm-proxy-setup into master

What does this MR do and why?

Adding a section on how to setup a custom model with LiteLLM.

Follow-up from !153966 (merged). Closes !156502 (merged).

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Please evaluate this MR against the MR acceptance checklist. It helps you analyze changes to reduce risks in quality, performance, reliability, security, and maintainability.

How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.

Edited by Bruno Cardoso

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