Add return_file_name in load_dataset
Proposition to fix #5806.

Added an optional parameter `return_file_name` in the dataset builder config. When set to `True`, the function will include the file name corresponding to the sample in the returned output.

There is a difference between arrow-based and folder-based datasets to return the file name:
- for arrow-based: a column is concatenated after the table is cast.
- for folder-based: `dataset.info.features` has the entry `file_name` and the original file name is passed to the `sample_metadata` dictionary. 

The difference in behavior might be a concern, also I do not know whether the `file_name` should return the original file path or the downloaded one for folder-based datasets.

I added some tests for the datasets that already had a test file.