Add example scripts to documentation (#4225)

Co-authored-by: Harry Mellor <hmellor@oxts.com>

examples/openai_chat_completion_client.py

@@ -0,0 +1,36 @@
+from openai import OpenAI
+
+# Modify OpenAI's API key and API base to use vLLM's API server.
+openai_api_key = "EMPTY"
+openai_api_base = "http://localhost:8000/v1"
+
+client = OpenAI(
+    # defaults to os.environ.get("OPENAI_API_KEY")
+    api_key=openai_api_key,
+    base_url=openai_api_base,
+)
+
+models = client.models.list()
+model = models.data[0].id
+
+chat_completion = client.chat.completions.create(
+    messages=[{
+        "role": "system",
+        "content": "You are a helpful assistant."
+    }, {
+        "role": "user",
+        "content": "Who won the world series in 2020?"
+    }, {
+        "role":
+        "assistant",
+        "content":
+        "The Los Angeles Dodgers won the World Series in 2020."
+    }, {
+        "role": "user",
+        "content": "Where was it played?"
+    }],
+    model=model,
+)
+
+print("Chat completion results:")
+print(chat_completion)