Add Microsoft Research Sequential Question Answering (SQA) Dataset
For more information: https://msropendata.com/datasets/b25190ed-0f59-47b1-9211-5962858142c2
I proposed something a few weeks ago in #898 (un-merged) but I think that the way that @mattbui added the dataset in the present PR is smarter and simpler should replace my PR #898.

(Narrator voice: *And it was around that time that Thomas realized that the community was now a lot smarter than him and he should hand-over the library he had started with @lhoestq to the community and stop pretending he knew everything about it.*)