[Example] Update README file of eges example

[chang-l]

Description

Regarding issue #4205, update README file to be more specific...

Checklist

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [$CATEGORY] (such as [NN], [Model], [Doc], [Feature]])
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage
• Code is well-documented
• To the best of my knowledge, examples are either not affected by this change,
  or have been fixed to be compatible with this change
• Related issue is referred in this PR
• If the PR is for a new model/paper, I've updated the example index here.

Changes

• Specify the actual link to download data
• Simplify README file

[dgl-bot]

To trigger regression tests:

• @dgl-bot run [instance-type] [which tests] [compare-with-branch];
  For example: @dgl-bot run g4dn.4xlarge all dmlc/master or @dgl-bot run c5.9xlarge kernel,api dmlc/master

[dgl-bot]

Commit ID: e6be021

Build ID: 1

Status: ✅ CI test succeeded

Report path: link

Full logs path: link