Add register_external_algorithm.md

[belerico]

Summary

In this PR we have added a new how-to on how to add an external algorithm without the need to clone the sheeprl repo locally.

Type of Change

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• Documentation update

Checklist

Please confirm that the following tasks have been completed:

• I have tested my changes locally and they work as expected. (Please describe the tests you performed.)
• I have added unit tests for my changes, or updated existing tests if necessary.
• I have updated the documentation, if applicable.
• I have installed pre-commit and run locally for my code changes.

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