[FIX][ENH] Fix and add more explanation to "DA validation procedures" examples

[apmellot]

I made changes in the "Using cross_val_score with skada" example. I will now have a look at the two other examples of this section.

[apmellot]

More efforts are needed to make the "Visualizing cross-validation behavior in skada" example easy to understand.

• What is the interest of doing a DA cross-validation compared to using make_da_pipeline with scikit-learn cross-validation (like in "Using cross_val_score with skada" example)?
• The LeaveOneDomainOut needs more explanations. It is not clear that domains are represented twice (for when they are considered source or target).
• Are the test samples from source domains ever useful? From what I understand the adapter uses source and target train samples, then the base estimator is fitted with the source train samples and finally predict/score is performed on target test samples.