Give a user feedback if the dataset he loads is streamable or not
#self-assign I understand it already raises a `NotImplementedError` exception, eg:

```
>>> dataset = load_dataset("journalists_questions", name="plain_text", split="train", streaming=True)

[...]
NotImplementedError: Extraction protocol for file at https://drive.google.com/uc?export=download&id=1CBrh-9OrSpKmPQBxTK_ji6mq6WTN_U9U is not implemented yet
```

**Is your feature request related to a problem? Please describe.**
I would love to know if a `dataset` is with the current implementation streamable or not. 

**Describe the solution you'd like**
We could show a warning when a dataset is loaded with `load_dataset('...',streaming=True)` when its lot streamable, e.g. if it is an archive. 

**Describe alternatives you've considered**
Add a new metadata tag for "streaming"
