[GSK-3835] Update setting up LLM doc

[henchaves]

Description

Updates "Setting up the LLM Client" to also include how to set up embedding client for different APIs

Related Issue

GSK-3835 (available on Linear)

Type of Change

• 📚 Examples / docs / tutorials / dependencies update
• 🔧 Bug fix (non-breaking change which fixes an issue)
• 🥂 Improvement (non-breaking change which improves an existing feature)
• 🚀 New feature (non-breaking change which adds functionality)
• 💥 Breaking change (fix or feature that would cause existing functionality to change)
• 🔐 Security fix

[linear]

GSK-3835 Update "setting up LLM client" doc to include embedding

[kevinmessiaen]

I guess that we'll also need to update those pages:

• https://docs.giskard.ai/en/stable/open_source/testset_generation/testset_generation/index.html#before-starting
• https://docs.giskard.ai/en/stable/open_source/scan/scan_llm/index.html#before-starting

[sonarqubecloud]

Quality Gate passed

Issues
0 New issues
0 Accepted issues

Measures
0 Security Hotspots
0.0% Coverage on New Code
0.0% Duplication on New Code

See analysis details on SonarCloud