[DOC] Update documentation for running tests with local services

[geetu040]

We recently switched the CI to run tests against local services using Docker instead of the remote test server. This change was introduced in:

• [MNT] Dockerized tests for CI runs using localhost #1629
• [MNT] Update CI/CD with local test server and dependency matrix #1697

The documentation should now be updated to explain how contributors can run the test suite using these local services.

Proposed changes:

1. Update local service setup

   In the documentation for starting the local services, add the additional permission setup steps required before running docker compose, as implemented in #1697.

2. Update the testing guide

   Extend the test guide with instructions on how to run pytest against the local services.
   This requires setting the environment variable: OPENML_USE_LOCAL_SERVICES

[passionworkeer]

For running tests with local services: 1) Check docker-compose.yml for service dependencies, 2) Use docker-compose up -d to start services, 3) Some tests require PostgreSQL or Redis - check test/config.py for connection settings. Consider adding a Makefile with make test-local target.

[Adithyaphani]

Hello @geetu040 . Can you assign me to work on this issue.