Add and update documentation for setting up khoj with an openai proxy server or offline llm

documentation/docs/data-sources/share_your_data.md

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+---
+sidebar_position: 0
+keywords: ["upload data", "upload files", "share data", "share files", "pdf ai", "ai for pdf", "ai for documents", "ai for files", "local ai pdf", "local ai documents", "local ai files"]
+
+---
+
+# Upload your data
+
+There are several ways you can get started with sharing your data with the Khoj AI.
+
+- Drag and drop your documents via [the web UI](/clients/web/#upload-documents). This is best if you have a one-off document you need to interact with.
+- Use the desktop app to [upload and sync your documents](/clients/desktop). This is best if you have a lot of documents on your computer or you need the docs to stay in sync.
+- Setup the sync options for either [Obsidian](/clients/obsidian) or [Emacs](/clients/emacs) to automatically sync your documents with Khoj. This is best if you are already using these tools and want to leverage Khoj's AI capabilities.
+- Configure your [Notion](/data-sources/notion_integration) or [Github](/data-sources/github_integration) to sync with Khoj. By providing your credentials, you can keep the data synced in the background.
+
+![demo of dragging and dropping a file](https://khoj-web-bucket.s3.amazonaws.com/drag_drop_file.gif)