We recently switched the CI to run tests against local services using Docker instead of the remote test server. This change was introduced in:

• [MNT] Dockerized tests for CI runs using localhost #1629
• [MNT] Update CI/CD with local test server and dependency matrix #1697

The documentation should now be updated to explain how contributors can run the test suite using these local services.

Proposed changes:

1. Update local service setup

   In the documentation for starting the local services, add the additional permission setup steps required before running docker compose, as implemented in #1697.

2. Update the testing guide

   Extend the test guide with instructions on how to run pytest against the local services.
   This requires setting the environment variable: OPENML_USE_LOCAL_SERVICES