[Data] Add ability to capture data location

[aslotte]

Is your feature request related to a problem? Please describe.
Understanding where the data source is coming from could be useful.

Describe the solution you'd like
Add ability to track the data location (e.g. file path or database connection and table/view).

We probably want to have a look at the IDataView to see if it internally stores the location of the data somehow. If not we should add the ability to add it and add a new property on the Data table to store the path.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
This may be available in the MLContext. If not, it's data that will be entered into the MLContext so we should think of how we can avoid duplication here.