Add Curiosity Dialogs Dataset
@lhoestq I tried manually creating the dummy files. But unfortunately it was raising an error during testing the dummy data (regarding JSON parsing).

The JSONs are pretty big so I cannot actually open it without crashing the text editor.

 Do you have any suggestions? @lhoestq I have made all the changes you mentioned.
Add Facebook [Curiosity Dialogs](https://github.com/facebookresearch/curiosity) Dataset.