Add EmptyDatasetError
examples:

from the hub:
```python
Traceback (most recent call last):
  File "playground/ttest.py", line 3, in <module>
    print(load_dataset("lhoestq/empty"))
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1686, in load_dataset
    **config_kwargs,
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1458, in load_dataset_builder
    data_files=data_files,
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1171, in dataset_module_factory
    raise e1 from None
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1162, in dataset_module_factory
    download_mode=download_mode,
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 760, in get_module
    else get_data_patterns_in_dataset_repository(hfh_dataset_info, self.data_dir)
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/data_files.py", line 678, in get_data_patterns_in_dataset_repository
    ) from None
datasets.data_files.EmptyDatasetError: The dataset repository at 'lhoestq/empty' doesn't contain any data file.
```

from local directory:
```python
Traceback (most recent call last):
  File "playground/ttest.py", line 3, in <module>
    print(load_dataset("playground/empty"))
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1686, in load_dataset
    **config_kwargs,
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1458, in load_dataset_builder
    data_files=data_files,
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 1107, in dataset_module_factory
    path, data_dir=data_dir, data_files=data_files, download_mode=download_mode
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/load.py", line 625, in get_module
    else get_data_patterns_locally(base_path)
  File "/Users/quentinlhoest/Desktop/hf/nlp/src/datasets/data_files.py", line 460, in get_data_patterns_locally
    raise EmptyDatasetError(f"The directory at {base_path} doesn't contain any data file") from None
datasets.data_files.EmptyDatasetError: The directory at playground/empty doesn't contain any data file
```

Close https://github.com/huggingface/datasets/issues/4995