Add CI to PRs to build/test #119

We have a workflow which is triggered only on outages to master since it uses action which pushes to gh pages.

Ideally we need a workflow to just build and ideally to preview in PRs. It seems we use mkdocs. https://github.com/bids-standard/bids-specification too, but with RTD, which provides preview functionality.

So may be we should integrate with RTD?