Document the existing local newsfragment check

newsfragments/README.rst

@@ -31,6 +31,17 @@ Your text can use all the same markup that we use in our Sphinx docs.
 For example, you can use double-backticks to mark code snippets, or
 single-backticks to link to a function/class/module.
 
+To check syntax and references locally, install the documentation dependencies
+in your development environment and run the existing Sphinx dummy builder:
+
+.. code-block:: shell
+
+   python -m pip install -r docs-requirements.txt
+   make -C docs dummy SPHINXOPTS="-E -W --keep-going"
+
+This checks the assembled changelog and documentation without generating HTML.
+Warnings cause the command to fail; ``-E`` ensures edited fragments are reread.
+
 To check how your formatting looks, the easiest way is to make the PR,
 and then after the CI checks run, click on the "Read the Docs build"
 details link, and navigate to the release history page.