[Docs] docs about adding custom datasets

[jin-s13]

Motivation

Modification

BC-breaking (Optional)

Use cases (Optional)

Checklist

Before PR:

• I have read and followed the workflow indicated in the CONTRIBUTING.md to create this PR.
• Pre-commit or linting tools indicated in CONTRIBUTING.md are used to fix the potential lint issues.
• Bug fixes are covered by unit tests, the case that causes the bug should be added in the unit tests.
• New functionalities are covered by complete unit tests. If not, please add more unit tests to ensure correctness.
• The documentation has been modified accordingly, including docstring or example tutorials.

After PR:

• CLA has been signed and all committers have signed the CLA in this PR.