Update docs once dataset scripts transferred to the Hub
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## Describe the bug
As discussed in:
- https://github.com/huggingface/hub-docs/pull/423#pullrequestreview-1146083701

we should update our docs once dataset scripts have been transferred to the Hub (and removed from GitHub):
- #4974

Concretely:
- [x] Datasets on GitHub (legacy): https://huggingface.co/docs/datasets/main/en/share#datasets-on-github-legacy
- [x] ADD_NEW_DATASET: https://github.com/huggingface/datasets/blob/main/ADD_NEW_DATASET.md
- ...

This PR complements the work of:
- #5067

This PR is a follow-up of PRs:
- #3777

CC: @julien-c 
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