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[dask] tutorial documentation #3814

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@jameslamb

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Summary

The docs at https://lightgbm.readthedocs.io/en/latest/Parallel-Learning-Guide.html should be updated with information on the Dask interface in the Python package.

References to https://github.com/dask/dask-lightgbm should also be removed from this repo.

References

This could draw heavily from this tutorial I wrote on dask-lightgbm (removing any references to paid services, of course): https://www.saturncloud.io/docs/tutorials/lightgbm/.

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