[docs][dialog] Add demo for custom focus management

[mnajdova]

Part of #3027.

Preview: https://deploy-preview-3139--base-ui.netlify.app/react/components/dialog#custom-focus-management

[pkg-pr-new]

vite-css-base-ui-example

pnpm add https://pkg.pr.new/mui/base-ui/@base-ui-components/react@3139

pnpm add https://pkg.pr.new/mui/base-ui/@base-ui-components/utils@3139

commit: 9e1841a

[mui-bot]

Bundle size report

Bundle	Parsed size	Gzip size
@base-ui-components/react	0B(0.00%)	0B(0.00%)

Details of bundle changes

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[atomiks]

I think it'd be worth changing this to be a demo that configures both initialFocus and finalFocus; also Popover might be a good one to add this for as well

[mnajdova]

I think it'd be worth changing this to be a demo that configures both initialFocus and finalFocus; also Popover might be a good one to add this for as well

Good idea, added 👌