WIP: DOC: Add advanced tutorial "Creating legends"

[yvonnefroehlich]

Description of proposed changes

This PR addes the advanced tutorial "Creating legends":

• Create a auto-legend: label parameter of plotting methods
• Adjust position: position parameter, +w, +o, +j
• Add box: +p, +g
• Create manuall legend: spec parameter, io.StringIO object

Fixes #3444

Preview: https://pygmt-dev--3594.org.readthedocs.build/en/3594/tutorials/advanced/legends.html

Reminders

• Run make format and make check to make sure the code follows the style guide.
• Add tests for new features or tests that would have caught the bug that you're fixing.
• Add new public functions/methods/classes to doc/api/index.rst.
• Write detailed docstrings for all functions/methods.
• If wrapping a new module, open a 'Wrap new GMT module' issue and submit reasonably-sized PRs.
• If adding new functionality, add an example to docstrings or tutorials.
• Use underscores (not hyphens) in names of Python files and directories.

Slash Commands

You can write slash commands (/command) in the first line of a comment to perform
specific operations. Supported slash command is:

• /format: automatically format and lint the code