Add changelog for v0.4.0

[santisoler]

Add changelog for v0.4.0 and add link to the documentation in the README.rst.

Reminders:

• Run make format and make check to make sure the code follows the style guide.
• Add tests for new features or tests that would have caught the bug that you're fixing.
• Add new public functions/methods/classes to doc/api/index.rst and the base __init__.py file for the package.
• Write detailed docstrings for all functions/classes/methods. It often helps to design better code if you write the docstrings first.
• If adding new functionality, add an example to the docstring, gallery, and/or tutorials.
• Add your full name, affiliation, and ORCID (optional) to the AUTHORS.md file (if you haven't already) in case you'd like to be listed as an author on the Zenodo archive of the next release.

[leouieda]

🎉 Sorry, only saw this now. But look great!

[santisoler]

Haha, thanks! No big deal! It was reviewed by @aguspesce and merged after her approval.