Support cloud storage for loading datasets
### Feature request

It seems that the the current implementation supports cloud storage only for `load_from_disk`. It would be nice if a similar functionality existed in `load_dataset`.

### Motivation

Motivation is pretty clear -- let users work with datasets located in the cloud. 

### Your contribution

I can help implementing this. 
A duplicate of https://github.com/huggingface/datasets/issues/5281