Update docs once dataset scripts transferred to the Hub
Todo:
- [x] Update docs:
  - [x] Datasets on GitHub (legacy)
  - [x] Load: offline
  - [x] About dataset load:
    - [x] Maintaining integrity
    - [x] Security
- [x] Update docstrings:
  - [x] Inspect:
    - [x] get_dataset_config_info
    - [x] get_dataset_split_names
  - [x] Load:
    - [x] dataset_module_factory
    - [x] load_dataset_builder
    - [x] load_dataset
- [x] Remove `ADD_NEW_DATASET.md`
- [x] Update `.github/ISSUE_TEMPLATE/config.yml`

Fix #5135.