Adds LM Studio connector guide

[benironside]

Fixes #5474 by adding a guide for setting up an LLM connector to a local LLM using LM Studio.

Preview: Connect to your own local model using LM Studio

[github-actions]

A documentation preview will be available soon.

• 🔨 Buildkite builds
• 📚 HTML diff
• 📙 Preview page

Request a new doc build by commenting

• Rebuild this PR: run docs-build
• Rebuild this PR and all Elastic docs: run docs-build rebuild

_{run docs-build is much faster than run docs-build rebuild. A rebuild should only be needed in rare situations.}

_{If your PR continues to fail for an unknown reason, the doc build pipeline may be broken. Elastic employees can check the pipeline status here.}

[mergify]

This pull request does not have a backport label. Could you fix it @benironside? 🙏
To fixup this pull request, you need to add the backport labels for the needed
branches, such as:

• v7.x is the label to automatically backport to the 7.x branch.
• v7./d./d is the label to automatically backport to the 7./d branch. /d is the digit

NOTE: backport-skip has been added to this pull request.

[elasticdocs]

🚀 Built elastic-dot-co-docs-preview-docs successfully!

• https://elastic-dot-co-docs-production-oceuyn7yw-elastic-dev.vercel.app

• Built with commit 103221b

Issues? Visit #next-docs in Slack

[Charelzard]

See final comments ready to publish!

[nastasha-solomon]

Left a few suggestions for your consideration. Overall, looks good!

[natasha-moore-elastic]

Left some minor suggestions, otherwise looks great!

[natasha-moore-elastic]

🚀