[codex] Coordinate OpenAI docs sample with API key setup

[mifan-oai]

Summary

• Add the same API key setup coordination guidance to the embedded OpenAI Docs sample skill in codex-rs/skills.
• Keep the skill description/frontmatter unchanged; the coordination lives only in the body.
• Preserve direct OpenAI Docs routing for docs-only questions, citations, model/API guidance, conceptual explanations, and non-building examples.

Why

The Codex repo carries its own OpenAI Docs skill variant under codex-rs/skills/src/assets/samples. This keeps that embedded sample aligned with the other OpenAI Docs variants patched in the related PRs.

Validation

• cargo test -p codex-skills
• git diff --check

[github-actions]

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[mifan-oai]

I have read the CLA Document and I hereby sign the CLA