Cannot load `few-nerd` dataset
Hi @Mehrad0711,

I'm afraid there is no "canonical" Hugging Face dataset named "few-nerd".

There are 2 kinds of datasets hosted at the Hugging Face Hub:
- canonical datasets (their identifier contains no slash "/"): we, the Hugging Face team, supervise their implementation and we make sure they work correctly by means of our test suite
- community datasets (their identifier contains a slash "/", where before the slash it is the username or the organization name): those datasets are uploaded to the Hub by the community, and we, the Hugging Face team, do not supervise them; it is the responsibility of the user/organization implementing them properly if they want them to be used by other users.

In this specific case, there is no "canonical" dataset named "few-nerd". On the other hand, there are two "community" datasets named "few-nerd":
- ["nbroad/few-nerd"](https://huggingface.co/datasets/nbroad/few-nerd)
- ["dfki-nlp/few-nerd"](https://huggingface.co/datasets/dfki-nlp/few-nerd)

If they were properly implemented, you should be able to load them this way:
```python
# "nbroad/few-nerd" community dataset
ds = load_dataset("nbroad/few-nerd", "supervised")

# "dfki-nlp/few-nerd" community dataset
ds = load_dataset("dfki-nlp/few-nerd", "supervised")
```

However, they are not correctly implemented and both of them give errors:
- "nbroad/few-nerd":
  ```
  TypeError: expected str, bytes or os.PathLike object, not dict
  ```
- "dfki-nlp/few-nerd":
  ```
  ConnectionError: Couldn't reach https://cloud.tsinghua.edu.cn/f/09265750ae6340429827/?dl=1
  ```

You could try to contact their users/organizations to inform them about their bugs and ask them if they are planning to fix them. Alternatively you could try to implement your own script for this dataset. Thanks @albertvillanova for your detailed explanation! I will resort to my own scripts for now. 
## Describe the bug

Cannot load `few-nerd` dataset.

## Steps to reproduce the bug
```python
from datasets import load_dataset
load_dataset('few-nerd', 'supervised')
```

## Actual results

Executing above code will give the following error:

```
Using the latest cached version of the module from /Users/Mehrad/.cache/huggingface/modules/datasets_modules/datasets/few-nerd/62464ace912a40a0f33a11a8310f9041c9dc3590ff2b3c77c14d83ca53cfec53 (last modified on Wed Jun  2 11:34:25 2021) since it couldn't be found locally at /Users/Mehrad/Documents/GitHub/genienlp/few-nerd/few-nerd.py, or remotely (FileNotFoundError).
Downloading and preparing dataset few_nerd/supervised (download: Unknown size, generated: Unknown size, post-processed: Unknown size, total: Unknown size) to /Users/Mehrad/.cache/huggingface/datasets/few_nerd/supervised/0.0.0/62464ace912a40a0f33a11a8310f9041c9dc3590ff2b3c77c14d83ca53cfec53...
Traceback (most recent call last):
  File "/Users/Mehrad/opt/anaconda3/lib/python3.7/site-packages/datasets/builder.py", line 693, in _download_and_prepare
    self._prepare_split(split_generator, **prepare_split_kwargs)
  File "/Users/Mehrad/opt/anaconda3/lib/python3.7/site-packages/datasets/builder.py", line 1107, in _prepare_split
    disable=bool(logging.get_verbosity() == logging.NOTSET),
  File "/Users/Mehrad/opt/anaconda3/lib/python3.7/site-packages/tqdm/std.py", line 1133, in __iter__
    for obj in iterable:
  File "/Users/Mehrad/.cache/huggingface/modules/datasets_modules/datasets/few-nerd/62464ace912a40a0f33a11a8310f9041c9dc3590ff2b3c77c14d83ca53cfec53/few-nerd.py", line 196, in _generate_examples
    with open(filepath, encoding="utf-8") as f:
FileNotFoundError: [Errno 2] No such file or directory: '/Users/Mehrad/.cache/huggingface/datasets/downloads/supervised/train.json'
```
The bug is probably in identifying and downloading the dataset. If I download the json splits directly from [link](https://github.com/nbroad1881/few-nerd/tree/main/uncompressed) and put them under the downloads directory, they will be processed into arrow format correctly. 

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version: 1.11.0
- Python version: 3.8
- PyArrow version: 1.0.1
