Add an advanced tutorial for 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

[yvonnefroehlich]

I am a bit unsure how detailed we want to explain the syntax of the legend specification here.

[seisman]

I don't think we should explain the details here. We should refer users to read the GMT legend manual, or if we really want to explain it, it should be in the Technical Referecence, rather than in a tutorial.

[yvonnefroehlich]

Agree, I also do not think it's good to have the details explained here; having this listed in the Technical Reference is a good point!

[seisman]

Looks good to me except one minor edit.

[seisman]

Will merge this PR after releasing v0.14.2.