Support compilation and lookup of local sphinx object catalogs

It is sometimes useful to allow the user to define where certain constructs can be found. A text sphinx catalog file looks like this: https://gitlab.idiap.ch/bob/bob.ip.binseg/-/blob/master/doc/extras.txt

The compiled catalog file, that can be used by Sphinx, looks like this: https://gitlab.idiap.ch/bob/bob.ip.binseg/-/blob/master/doc/extras.inv

To hook this into documentation generation, the user must:

1. Create the .txt catalog representation

2. Use sphobjinv convert zlib extras.txt extras.inv (see: https://github.com/bskinn/sphobjinv)

3. Add the following intersphinx_mapping entry:

   # Add our private index (for extras and fixes)
   intersphinx_mapping["extras"] = ("", "extras.inv")

It would be nice if this could be automated by this package, given a set of extra text files.