[Doc] Add oneDNN installation to CPU backend documentation (#8467)

docs/source/getting_started/cpu-installation.rst

@@ -59,6 +59,20 @@ Build from source
     $ pip install wheel packaging ninja "setuptools>=49.4.0" numpy
     $ pip install -v -r requirements-cpu.txt --extra-index-url https://download.pytorch.org/whl/cpu
 
+- Third, build and install oneDNN library from source:
+
+.. code-block:: console
+
+    $ git clone -b rls-v3.5 https://github.com/oneapi-src/oneDNN.git
+    $ cmake -B ./oneDNN/build -S ./oneDNN -G Ninja -DONEDNN_LIBRARY_TYPE=STATIC \ 
+        -DONEDNN_BUILD_DOC=OFF \ 
+        -DONEDNN_BUILD_EXAMPLES=OFF \ 
+        -DONEDNN_BUILD_TESTS=OFF \ 
+        -DONEDNN_BUILD_GRAPH=OFF \ 
+        -DONEDNN_ENABLE_WORKLOAD=INFERENCE \ 
+        -DONEDNN_ENABLE_PRIMITIVE=MATMUL
+    $ cmake --build ./oneDNN/build --target install --config Release
+
 - Finally, build and install vLLM CPU backend: 
 
 .. code-block:: console