Support multiple zipped CSV data files
@lhoestq I would like to draw your attention to the proposed API by @lewtun, using `data_dir` to pass the ZIP URL.

I'm not totally convinced with this... What do you think?

Maybe we could discuss other approaches...

One brainstorming idea: what about using URL chaining with the hop operator in `data_files`?
As requested by @lewtun, support loading multiple zipped CSV data files.

```python
from datasets import load_dataset

url = "https://domain.org/filename.zip"
data_files = {"train": "train_filename.csv", "test": "test_filename.csv"}
dataset = load_dataset("csv", data_dir=url, data_files=data_files)
```

Support multiple zipped CSV data files 
 As requested by @lewtun, support loading multiple zipped CSV data files.

```python
from datasets import load_dataset

url = "https://domain.org/filename.zip"
data_files = {"train": "train_filename.csv", "test": "test_filename.csv"}
dataset = load_dataset("csv", data_dir=url, data_files=data_files)
```
 
 @lhoestq I would like to draw your attention to the proposed API by @lewtun, using `data_dir` to pass the ZIP URL.

I'm not totally convinced with this... What do you think?

Maybe we could discuss other approaches...

One brainstorming idea: what about using URL chaining with the hop operator in `data_files`?