Dummy data nowhere to be found
Hi @BramVanroy, thanks for reporting.

First of all, please note that you do not need the dummy data: this was the case when we were adding datasets to the `datasets` library (on this GitHub repo), so that we could test the correct loading of all datasets with our CI. However, this is no longer the case for datasets on the Hub.
- We should definitely update our docs.

Second, the dummy data is generated locally:
- in your case, the dummy data will be generated inside the directory:  `./datasets/hebban-reviews/dummy`
- please note the preceding `./datasets` directory: the reason for this is that the command to generate the dummy data was specifically created for our `datasets` library, and therefore assumes our directory structure: commands are run from the root directory of our GitHub repo, and datasets scripts are under `./datasets` 


  I have opened an Issue to update the instructions on dummy data generation:
- #4744 Dummy data generation is deprecated now, so I think we can close this issue.
## Describe the bug
To finalize my dataset, I wanted to create dummy data as per the guide and I ran 

```shell
 datasets-cli dummy_data datasets/hebban-reviews --auto_generate
```

where hebban-reviews is [this repo](https://huggingface.co/datasets/BramVanroy/hebban-reviews). And even though the scripts runs and shows a message at the end that it succeeded, I cannot find the dummy data anywhere. Where is it?

## Expected results

To see the dummy data in the datasets' folder or in the folder where I ran the command.

## Actual results

I see the following message but I cannot find the dummy data anywhere.

```
Dummy data generation done and dummy data test succeeded for config 'filtered''.
Automatic dummy data generation succeeded for all configs of '.\datasets\hebban-reviews\'
```

## Environment info
- `datasets` version: 2.4.1.dev0
- Platform: Windows-10-10.0.19041-SP0
- Python version: 3.8.8
- PyArrow version: 8.0.0
- Pandas version: 1.4.3

