chore: add grok example

[Wendong-Fan]

Description

add example code show how to call grok with OPENAI_COMPATIBLE_MODEL

Motivation and Context

close #1108

• I have raised an issue to propose this change (required for new features and bug fixes)

Types of changes

What types of changes does your code introduce? Put an x in all the boxes that apply:

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds core functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)
• Example (update in the folder of example)

Implemented Tasks

• Subtask 1
• Subtask 2
• Subtask 3

Checklist

Go over all the following points, and put an x in all the boxes that apply.
If you are unsure about any of these, don't hesitate to ask. We are here to help!

• I have read the CONTRIBUTION guide. (required)
• My change requires a change to the documentation.
• I have updated the tests accordingly. (required for a bug fix or a new feature)
• I have updated the documentation accordingly.