Converting Arrow to WebDataset TAR Format for Offline Use
### Feature request

Hi, 

I've downloaded an Arrow-formatted dataset offline using the hugggingface's datasets library by:

```
import json
from datasets import load_dataset

dataset = load_dataset("pixparse/cc3m-wds")
dataset.save_to_disk("./cc3m_1") 
```

now I need to convert it to WebDataset's TAR format for offline data ingestion. 
Is there a straightforward method to achieve this conversion without an internet connection? Can I simply convert it by 
```
tar -cvf 
```

btw, when I tried:
```
import webdataset as wds
from huggingface_hub import get_token
from torch.utils.data import DataLoader

hf_token = get_token()
url = "https://huggingface.co/datasets/timm/imagenet-12k-wds/resolve/main/imagenet12k-train-{{0000..1023}}.tar"
url = f"pipe:curl -s -L {url} -H 'Authorization:Bearer {hf_token}'"
dataset = wds.WebDataset(url).decode()
dataset.save_to_disk("./cc3m_webdataset") 
```
error occured:
```
AttributeError: 'WebDataset' object has no attribute 'save_to_disk'
```

Thanks a lot!

### Motivation

Converting Arrow to WebDataset TAR Format

### Your contribution

No clue yet