Preprocessing EEGWindowsDataset

[PierreGtch]

This PR:

1. Exposes the use_mne_epochs parameter of create_windows_from_events
2. warns when preprocessing an EEGWindowsDataset because the preprocessing steps will be applied on the raw data, not on epochs

Adding a use_mne_epochs parameter to create_fixed_length_windows and create_windows_from_target_channels would be desirable but more complicated.

Closes #605

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 86.93%. Comparing base (f484011) to head (93fe508).

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #607      +/-   ##
==========================================
+ Coverage   86.86%   86.93%   +0.07%     
==========================================
  Files          65       65              
  Lines        5787     5796       +9     
==========================================
+ Hits         5027     5039      +12     
+ Misses        760      757       -3     

[bruAristimunha]

For me it's almost good @PierreGtch, just a few more tests to increase coverage and maybe a test for the function's behavior.

[PierreGtch]

@bruAristimunha Done :)

[bruAristimunha]

Lgtm @PierreGtch, thank you for your contribution.