[doc] add Anything LLM integration

[reidliu41]

AnythingLLM is a popular full-stack application that allows you to turn any document, resource, or piece of content into contextual information that any LLM can use during conversations.
Since it supports OpenAI-compatible endpoints, It would be helpful to add an example of this integration to the documentation.

[github-actions]

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[DarkLight1337]

Otherwise LGTM

[DarkLight1337]

Suggested change

	- Setup vLLm environment
	- Setup vLLM environment