PR Summary

This PR builds on#25209 so won't have as many changed files upon rebase - only look at the second commit to see what this entails..

It sets up the conf.py to make/galleries/users_explain create/doc/users/explain using sphinx-gallery. There areno other changes, so this is a useless use of sphinx-gallery 😉, but the point is to show how this would look. After this, we can start re-organizing and using*.py gallery files interspersed with*.rst, and using our ownindex.rst at each level.

PR Checklist

Documentation and Tests

• Has pytest style unit tests (andpytest passes)
• Documentation is sphinx and numpydoc compliant (the docs shouldbuild without error).
• New plotting related features are documented with examples.

Release Notes

• New features are marked with a.. versionadded:: directive in the docstring and documented indoc/users/next_whats_new/
• API changes are marked with a.. versionchanged:: directive in the docstring and documented indoc/api/next_api_changes/
• Release notes conform with instructions innext_whats_new/README.rst ornext_api_changes/README.rst