gh-132983: Add documentation for compression.zstd (GH-133911)

Add documentation for compression & compression.zstd.

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Co-authored-by: Adam Turner <9087854+AA-Turner@users.noreply.github.com>
Co-authored-by: Stan Ulbrych <89152624+StanFromIreland@users.noreply.github.com>
Co-authored-by: Hugo van Kemenade <1324225+hugovk@users.noreply.github.com>
Co-authored-by: Sumana Harihareswara <sh@changeset.nyc>
Co-authored-by: Martin Panter <vadmium@users.noreply.github.com>