[Doc] Update Intel GPU Support on README (pytorch#126001)

Pull Request resolved: pytorch#126001
Approved by: https://github.com/jgong5, https://github.com/albanD, https://github.com/gujinghui, https://github.com/EikanWang

README.md

@@ -24,6 +24,9 @@ Our trunk health (Continuous Integration signals) can be found at [hud.pytorch.o
     - [NVIDIA Jetson Platforms](#nvidia-jetson-platforms)
   - [From Source](#from-source)
     - [Prerequisites](#prerequisites)
+      - [NVIDIA CUDA Support](#nvidia-cuda-support)
+      - [AMD ROCm Support](#amd-rocm-support)
+      - [Intel GPU Support](#intel-gpu-support)
     - [Install Dependencies](#install-dependencies)
     - [Get the PyTorch Source](#get-the-pytorch-source)
     - [Install PyTorch](#install-pytorch)
@@ -162,6 +165,7 @@ If you are installing from source, you will need:
 
 We highly recommend installing an [Anaconda](https://www.anaconda.com/download) environment. You will get a high-quality BLAS library (MKL) and you get controlled dependency versions regardless of your Linux distro.
 
+##### NVIDIA CUDA Support
 If you want to compile with CUDA support, [select a supported version of CUDA from our support matrix](https://pytorch.org/get-started/locally/), then install the following:
 - [NVIDIA CUDA](https://developer.nvidia.com/cuda-downloads)
 - [NVIDIA cuDNN](https://developer.nvidia.com/cudnn) v8.5 or above
@@ -174,13 +178,22 @@ Other potentially useful environment variables may be found in `setup.py`.
 
 If you are building for NVIDIA's Jetson platforms (Jetson Nano, TX1, TX2, AGX Xavier), Instructions to install PyTorch for Jetson Nano are [available here](https://devtalk.nvidia.com/default/topic/1049071/jetson-nano/pytorch-for-jetson-nano/)
 
+##### AMD ROCm Support
 If you want to compile with ROCm support, install
 - [AMD ROCm](https://rocm.docs.amd.com/en/latest/deploy/linux/quick_start.html) 4.0 and above installation
 - ROCm is currently supported only for Linux systems.
 
 If you want to disable ROCm support, export the environment variable `USE_ROCM=0`.
 Other potentially useful environment variables may be found in `setup.py`.
 
+##### Intel GPU Support
+If you want to compile with Intel GPU support, follow these
+- [PyTorch Prerequisites for Intel GPUs](https://www.intel.com/content/www/us/en/developer/articles/tool/pytorch-prerequisites-for-intel-gpus.html) instructions.
+- Intel GPU is currently supported only for Linux systems.
+
+If you want to disable Intel GPU support, export the environment variable `USE_XPU=0`.
+Other potentially useful environment variables may be found in `setup.py`.
+
 #### Install Dependencies
 
 **Common**