Add documentation

Signed-off-by: Owais <owaiskazi19@gmail.com>

Author: owaiskazi19

CHANGELOG.md

@@ -19,7 +19,7 @@ Inspired from [Keep a Changelog](https://keepachangelog.com/en/1.1.0/)
 
 
 ### Enhancements
-- Github workflow for changelog verification ([#1413](https://github.com/opensearch-project/anomaly-detection/pull/1412))
+- Github workflow for changelog verification ([#1413](https://github.com/opensearch-project/anomaly-detection/pull/1413))
 ### Bug Fixes
 
 ### Infrastructure

DEVELOPER_GUIDE.md

@@ -11,6 +11,8 @@
   - [Backports](#backports)
   - [Gradle Plugins](#gradle-plugins)
     - [Distribution Download Plugin](#distribution-download-plugin)
+  - [Chaneglog](#changelog)
+    - [How to add my changes to [CHANGELOG](CHANGELOG.md)?](#how-to-add-my-changes-to-changelog)
 
 ## Developer Guide
 
@@ -102,3 +104,20 @@ The Distribution Download plugin downloads the latest version of OpenSearch by d
 ```
 ./gradlew integTest -PcustomDistributionUrl="https://ci.opensearch.org/ci/dbc/bundle-build/1.2.0/1127/linux/x64/dist/opensearch-1.2.0-linux-x64.tar.gz"
 ```
+
+## Changelog
+
+AD maintains version specific changelog by enforcing a change to the ongoing [CHANGELOG](CHANGELOG.md) file adhering to the [Keep A Changelog](https://keepachangelog.com/en/1.1.0/) format.
+
+Briefly, the changes are curated by version, with the changes to the main branch added chronologically to `Unreleased` version. Further, each version has corresponding sections which list out the category of the change - `Added`, `Changed`, `Deprecated`, `Removed`, `Fixed`, `Security`.
+
+#### How to add my changes to [CHANGELOG](CHANGELOG.md)?
+
+As a contributor, you must ensure that every pull request has the changes listed out within the corresponding version and appropriate section of [CHANGELOG](CHANGELOG.md) file.
+
+Adding in the change is two step process -
+1. Add your changes to the corresponding section within the CHANGELOG file with dummy pull request information, publish the PR
+
+`Your change here ([#PR_NUMBER](PR_URL))`
+
+2. Update the entry for your change in [`CHANGELOG.md`](CHANGELOG.md) and make sure that you reference the pull request there.