docs: Add comprehensive custom data guide and fix missing _component_

- Add new custom_data_quickstart.rst guide addressing #2221
- Fix missing _component_ field in instruct_datasets.rst examples (#2215)
- Add quick start examples for JSON, CSV, and HuggingFace datasets
- Include troubleshooting section for common issues
- Add guide to documentation index for easy discovery

Author: JonSnow1807