Llama distillation notebook fixes

[cedricvidal]

Description

• Adding missing datasets package
• Doc explaining TEACHER_MODEL_ENDPOINT_NAME and TEACHER_MODEL_NAME
• mlclient.models.get requires version or label, it doesn't seem to have labels so added the version
• ./data directory must be created prior to saving datasets
• Only the latest dataset row is saved in the train and valid JSONL files, replace w write mode with a append mode.
• Experiment name cannot contain ., replacing . by -
• Printing studio progress URL at the end for convenience

Checklist

• [x] I have read the contribution guidelines.
  • General
  • SDK
  • CLI
• [x] I have coordinated with the docs team (mldocs@microsoft.com) if this PR deletes files or changes any file names or file extensions.
• [x] Pull request includes test coverage for the included changes.
• [x] This notebook or file is added to the CODEOWNERS file, pointing to the author or the author's team.

[balapv]

@anupsms can you please take a look

[skasturi]

Lgtm

Cc: @balapv @anupsms