[WIP] Add local docker training example

[briangallagher]

What you would like to be added?

An example that demonstrates running training locally with Docker

Why is this needed?

Demonstrate how the trainer can be run locally on docker

Waiting on

Merge of SDK PR add docker backend

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Give it a 👍 We prioritize the features with most 👍

[briangallagher]

/assign

[andreyvelich]

/remove-label lifecycle/needs-triage
/area examples