Add future warning dataset format

[PGijsbers]

Adds warnings about 0.15 no longer supporting array and update some of the example text to stop explaining about array.

[codecov-commenter]

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.01 :tada:

Comparison is base (a186012) 85.25% compared to head (9b789d5) 85.26%.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## develop #1265 +/- ## =========================================== + Coverage 85.25% 85.26% +0.01% =========================================== Files 38 38 Lines 5099 5104 +5 =========================================== + Hits 4347 4352 +5 Misses 752 752 ``` | [Impacted Files](https://app.codecov.io/gh/openml/openml-python/pull/1265?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=openml) | Coverage Δ | | |---|---|---| | [openml/datasets/dataset.py](https://app.codecov.io/gh/openml/openml-python/pull/1265?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=openml#diff-b3Blbm1sL2RhdGFzZXRzL2RhdGFzZXQucHk=) | `87.60% <100.00%> (+0.04%)` | :arrow_up: | | [openml/tasks/task.py](https://app.codecov.io/gh/openml/openml-python/pull/1265?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=openml#diff-b3Blbm1sL3Rhc2tzL3Rhc2sucHk=) | `84.45% <100.00%> (+0.32%)` | :arrow_up: |

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