In the library, you can create a platformio.ini and a small extra script. This enables you to create one environment for each example, that will be compiled automatically from the examples/ folder without the need to copy it into src/, by using the build src filter. I’ve already shown that last year.
Of course, the other way is to have a small batch script that executes a few pio ci commands (this can also be done locally, not restricted to CI environments!) that will each test-compile one example. See documentation.