Document YAML configuration with "data_dir"
In particular, I would like to have an example of how to replace the following configuration (from https://huggingface.co/docs/hub/datasets-manual-configuration#splits)

```
---
configs:
- config_name: default
  data_files:
  - split: train
    path: "data/*.csv"
  - split: test
    path: "holdout/*.csv"
---
```

with the `data_dir` field. Hey @severo can I work on this ,  Yes, thanks! I assigned you. please open a PR instead of commenting here Hi! I've researched this issue and found the root cause of the confusion.

Problem Analysis:
The issue is that `data_dir` cannot be used in YAML configurations (README.md), but this isn't clearly documented anywhere. Users expect it to work based on the programmatic API.

 Key Findings : 
- `data_dir` works for: `load_dataset("csv", data_dir="folder")`  
- `data_dir` does NOT work in YAML configs - must use `data_files` with `path`
- The distinction isn't explained in current documentation

 Proposed Solution : 
Add clear documentation explaining:
1. `data_dir` is for programmatic loading only
2. YAML configs must use `data_files` with glob patterns like `path: "folder/*.csv"`
3. Migration examples for common mistakes

Question for Maintainers : 
Should this documentation be added to:
 A) `huggingface/hub-docs` (covers YAML configurations)
 B) `huggingface/datasets` (covers the library)  
 C) Both repositories?

I'm ready to create a PR once you confirm the preferred location! hmmm, @lhoestq says otherwise in https://huggingface.co/datasets/uonlp/CulturaX/discussions/15#6597e83f185db94370d6bf50

> Using data_dir in YAML is supported and is equivalent to passing data_dir= to load_dataset

Could you double check?

(maybe support has been dropped since)
See https://huggingface.co/datasets/uonlp/CulturaX/discussions/15#6597e83f185db94370d6bf50 for reference