CI: save site+docs builds as artifacts
 Makes the downloadable for previewing locally. Not as good as having a URL to preview it, but better than nothing.

- [x] closes https://github.com/pandas-dev/pandas/issues/17921
- [ ] tests ~~added /~~ passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] ~~whatsnew entry~~
Personally, I think I'd merge both directories and upload just one artifact. Not a big deal, happy to get this merged as is too. But I think it should make things simpler, and being able to navigate from the web to the docs could be useful. Thanks @afeld 

I was going to say that indeed if it's not too hard, it would be nice to have a single download. But a potential reason to keep them separate is that the docs are a huge download compared to the website. So if you only want to check the website, having a separate download might be nicer. 

Now, I am wondering if we can't get the size down (the docs are now 180Mb), but it seems the largest part is simply all the individual API pages, so no easy way around this with the current generated API docs.

 @afeld pls update when you can Updated to include both the site and docs in the same download. Sorry for the delay! thanks @afeld 