docs(ai): add Codex and ChatGPT install steps for plugin

ai/plugin.mdx

@@ -41,10 +41,32 @@ The [Checkly plugin](https://github.com/checkly/checkly-plugin) bundles the offi
          />
        </Frame>
   </Tab>
+  <Tab title="Codex & ChatGPT">
+    1. Open the plugin settings and click **Add marketplace**.
+    2. Enter `https://github.com/checkly/checkly-plugin` as the source and click **Add marketplace**.
+
+       <Frame>
+         <img
+           src="/images/plugin-codex-add-marketplace.png"
+           alt="The 'Add plugin marketplace' dialog with the Checkly plugin repository URL entered as the source"
+         />
+       </Frame>
+
+    3. Install the Checkly plugin from the newly added marketplace and connect it to your Checkly account.
+
+       <Frame>
+         <img
+           src="/images/plugin-codex-install.png"
+           alt="The Checkly plugin listed in the plugin directory with an install button"
+         />
+       </Frame>
+
+    4. Once installed, the plugin registers the [Checkly MCP server](/ai/mcp-server) so you can inspect checks, trigger runs, and investigate failures from Codex.
+  </Tab>
 </Tabs>
 
 <Note>
-The Checkly plugin has been submitted to Anthropic and is awaiting review. Until it's approved, install it from the GitHub repository as described above.
+The Checkly plugin has been submitted to Anthropic and OpenAI and is awaiting review. Until it's approved, install it from the GitHub repository as described above.
 </Note>
 
 After installation, restart your AI agent to load the plugin.