Update Google Cloud Storage documentation and add Azure Blob Storage example
_The documentation is not available anymore as the PR was closed or merged._ Hi @stevhliu, I've kept the `>>>` before all the in-line code comments as it was done like that in the default S3 example that was already there, I assume that it's done like that just for readiness, let me know whether we should remove the `>>>` in the Python blocks before the in-line code comments or keep them.

![image](https://user-images.githubusercontent.com/36760800/174254663-b68d28d2-eae1-40f3-8695-dc4b0c3b479a.png)
 Comments are ignored by doctest, so I think we can remove the `>>>` :) Cool I'll remove those now 👍🏻 Sure @lhoestq, I just kept that structure as that was the more similar one to the one that was already there, but we can go with that approach, just let me know whether I should change the headers so as to leave all those providers in the same level (`h2`). Thanks!
While I was going through the 🤗 Datasets documentation of the Cloud storage filesystems at https://huggingface.co/docs/datasets/filesystems, I realized that the Google Cloud Storage documentation could be improved e.g. bullet point says "Load your dataset" when the actual call was to "Save your dataset", in-line code comment was mentioning "s3 bucket" instead of "gcs bucket", and some more in-line comments could be included.

Also, I think that mixing Google Cloud Storage documentation with AWS S3's one was a little bit confusing, so I moved all those to the end of the document under an h2 tab named "Other filesystems", with an h3 for "Google Cloud Storage".

Besides that, I was currently working with Azure Blob Storage and found out that the URL to [adlfs](https://github.com/fsspec/adlfs) was common for both filesystems Azure Blob Storage and Azure DataLake Storage, as well as the URL, which was updated even though the redirect was working fine, so I decided to group those under the same row in the column of supported filesystems.

And took also the change to add a small documentation entry as for Google Cloud Storage but for Azure Blob Storage, as I assume that AWS S3, GCP Cloud Storage, and Azure Blob Storage, are the most used cloud storage providers.

Let me know if you're OK with these changes, or whether you want me to roll back some of those! :hugs: