Support streaming zipped dataset repo by passing only repo name
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I just tested and I think this only opens one file ? If there are several files in the ZIP, only the first one is opened. To open several files from a ZIP, one has to call `open` several times.

What about updating the CSV loader to make it `download_and_extract` zip files, and open each extracted file ?
2021-12-08T14:03:47Z
https://github.com/huggingface/datasets/pull/3375#issuecomment-988841220
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I have implemented the  glob of ZIP files in the packaged modules:
- csv
- json
- text
2021-12-09T08:28:44Z
https://github.com/huggingface/datasets/pull/3375#issuecomment-989622920
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Also for streaming and non-streaming.
2021-12-09T09:28:56Z
https://github.com/huggingface/datasets/pull/3375#issuecomment-989667987
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In https://github.com/huggingface/datasets/pull/3375/commits/c10275fe36085601cb7bdb9daee9a8f1fc734f48, there were 3 failing tests, only on Linux:
```
=========================== short test summary info ============================
FAILED tests/test_streaming_download_manager.py::test_streaming_dl_manager_get_extraction_protocol[https://drive.google.com/uc?export=download&id=1k92sUfpHxKq8PXWRr7Y5aNHXwOCNUmqh-zip]
FAILED tests/test_streaming_download_manager.py::test_streaming_gg_drive - Fi...
FAILED tests/test_streaming_download_manager.py::test_streaming_gg_drive_zipped
= 3 failed, 3553 passed, 2950 skipped, 2 xfailed, 1 xpassed, 125 warnings in 192.79s (0:03:12) =
```

After re-running the CI in https://github.com/huggingface/datasets/pull/3375/commits/57bfe1f342cd3c59d2510b992d5f06a0761eb147, there was only 1 failing test:
- On Linux:
```
=========================== short test summary info ============================
FAILED tests/test_streaming_download_manager.py::test_streaming_gg_drive_zipped
= 1 failed, 3555 passed, 2950 skipped, 2 xfailed, 1 xpassed, 125 warnings in 199.76s (0:03:19) =
```
- On Windows:
```
=========================== short test summary info ===========================
FAILED tests/test_load.py::test_load_dataset_builder_for_community_dataset_without_script
= 1 failed, 3551 passed, 2954 skipped, 2 xfailed, 1 xpassed, 121 warnings in 478.58s (0:07:58) =
```

The test `tests/test_streaming_download_manager.py::test_streaming_gg_drive_zipped` passes locally.

I guess the issue is caused by those tests and has nothing to do with this PR.
2021-12-09T18:39:37Z
https://github.com/huggingface/datasets/pull/3375#issuecomment-990120258
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2021-12-09T18:52:40Z
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@lhoestq my final proposed solution:
- I have added the method `iter_files` to DownloadManager and StreamingDownloadManager
- I use this in modules: "csv", "json", "text"
- I test for CSV/JSONL/TXT zipped (and non-zipped) files, both in streaming and non-streaming modes
2021-12-14T16:45:27Z
https://github.com/huggingface/datasets/pull/3375#issuecomment-993748241
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> Note that at one point we might consider switching to using `iter_archive` for ZIP files in the json/text/csv loaders since it should be faster.

As far as the functionality is kept... ;)
2021-12-16T17:41:39Z
https://github.com/huggingface/datasets/pull/3375#issuecomment-996037480
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Proposed solution:
- I have added the method `iter_files` to DownloadManager and StreamingDownloadManager
- I use this in modules: "csv", "json", "text"
- I test for CSV/JSONL/TXT zipped (and non-zipped) files, both in streaming and non-streaming modes

Fix #3373.