fix: improve add data section (#740)

docs/data-sources/mdx.mdx

@@ -0,0 +1,12 @@
+---
+title: 'Mdx'
+---
+
+
+### Mdx file
+
+To add any mdx file to your app, use the data_type (first argument to `.add()` method) as `mdx`. Note that this supports support mdx file present on machine, so this should be a file path. Eg:
+
+```python
+app.add('path/to/file.mdx', data_type='mdx')
+```