[Docs] Revamp documentation (#1010)

docs/components/data-sources/mdx.mdx

@@ -0,0 +1,14 @@
+---
+title: '📝 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
+from embedchain import Pipeline as App
+
+app = App()
+app.add('path/to/file.mdx', data_type='mdx')
+
+app.query("What are the docs about?")
+```