Datasets with files with colon : in filenames cannot be used on Windows
### Describe the bug

Datasets (such as https://huggingface.co/datasets/MLCommons/peoples_speech) cannot be used on Windows due to the fact that windows does not allow colons ":" in filenames. These should be converted into alternative strings.



### Steps to reproduce the bug

1. Attempt to run load_dataset on MLCommons/peoples_speech

### Expected behavior

Does not crash during extraction

### Environment info

Windows 11, NTFS filesystem, Python 3.12
