Remove documentation build scripts for Jenkins (#1187)

We recently created new scripts for building documentation with GitHub Actions.

This PR removes the old scripts that were used by Jenkins and are no longer in use.

Authors:
  - AJ Schmidt (https://github.com/ajschmidt8)

Approvers:
  - Peter Andreas Entschev (https://github.com/pentschev)
  - Ray Douglass (https://github.com/raydouglass)

URL: #1187