Import `mujoco_menagerie` as a submodule

[alberthli]

Get access to mujoco_menagerie models (see: https://github.com/google-deepmind/mujoco_menagerie) by importing it as a submodule under the models directory. Since this is a potentially heavy dependency, we should update the README to reflect instructions on pulling the submodule conditionally and also to highlight which models in there are useful for research we do in the lab.