test: setup mdx tests in ci

[YassineHaouzane]

Attempt at implementing #3210

• I did not find a way to exclude the MDX tests in the make test rule.
• Adds a test_code_examples rule in the Makefile to test examples in the data folder (since these are already run in make test, I’m not sure if this is useful).
• Since these checks are also run in the make test rule, which is already executed in CI; therefore, I did not add a new job.
• I did not bump the MDX stanza version in the playground folder because I believe it is not used.