[Deepspeed] non-HF Trainer doc update
Adding some clarifications that `HfDeepSpeedConfig` is not needed unless Deepspeed ZeRO-3 is used w/o HF Trainer:
based on this communication https://github.com/huggingface/transformers/issues/15399#issuecomment-1070364836

@sgugger 
_The documentation is not available anymore as the PR was closed or merged._