Add British Library books dataset
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Thanks for all the help and suggestions

> Since the dataset has a very specific structure it might not be that easy so feel free to ping me if you have questions or if I can help !

I did get a little stuck here! So far I have created directories for each config i.e:

`datasets/datasets/blbooks/dummy/1700_1799/1.0.2/dummy_data.zip` 

I have then added two examples of the `jsonl.gz` files that are in the underlying dataset to each dummy_data directory.This fails the test using local files. 

Since 

```python
def _generate_examples(self, data_dirs):
```

takes as input `data_dirs` which is a list of `iter_dirs` do I need to put the dummy files inside another directory? i.e. 

`datasets/datasets/blbooks/dummy/1700_1799/1.0.2/dummy_data/1700/00.jsonl.gz` 


 
2022-01-27T17:37:57Z
https://github.com/huggingface/datasets/pull/3603#issuecomment-1023478203
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I think I managed to create the dummy data :)

I think everything is good now, if you don't have other changes to do, please mark your PR as "ready for review" and ping me!
2022-01-31T13:58:48Z
https://github.com/huggingface/datasets/pull/3603#issuecomment-1025765946
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2022-01-31T13:59:06Z
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> I think I managed to create the dummy data :)

Thanks so much for that!

> I think everything is good now, if you don't have other changes to do, please mark your PR as "ready for review" and ping me!

Think it is ready to merge from my end @lhoestq. 
2022-01-31T16:04:43Z
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The CI failure on windows is unrelated to your PR and fixed on `master`, we can ignore it
2022-01-31T16:51:57Z
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This pull request adds a dataset of text from digitised (primarily 19th Century) books from the British Library. This collection has previously been used for training language models, e.g. https://github.com/dbmdz/clef-hipe/blob/main/hlms.md. It would be nice to make this dataset more accessible for others to use through datasets. 

This is still a WIP but I wanted to get some initial feedback in particular; I wanted to check:
- I am handling the use of `iter_archive` correctly - I intend to ensure that `dl_manager.download` gets the complete list of URLs to download upfront, so the progress bar knows how much is left to download and then to pass through the `gen_kwargs` a list of downloaded zip archives wrapped in `iter_archive`. I am unsure if there is a more elegant approach for this?
- the number of configs: I have aimed to keep this limited - there are a lot of URLs covering the entire dataset, but I have tried to base the configs on what I believe the majority of people will want to they are not presented with too many options - I am happy to hear suggestions for changing this

If there are other glaring omissions or mistakes, I'd be happy to hear them. If this approach seems sensible in general, I will finish all the remaining TODOs, generate dummy_data, etc. 
 