Catch import datasets common errors
# What does this PR do?

This PR adds more checks when trying to import datasets to check we actually are using the datasets library and not a local folder/module.

Fixes #7430

# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/7456?src=pr&el=h1) Report
> Merging [#7456](https://codecov.io/gh/huggingface/transformers/pull/7456?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/52e8392b7ebd4ebc7b796e8f14b9dae271139f5f?el=desc) will **decrease** coverage by `0.23%`.
> The diff coverage is `75.00%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/7456/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/7456?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #7456      +/-   ##
==========================================
- Coverage   77.07%   76.84%   -0.24%     
==========================================
  Files         181      181              
  Lines       35858    35860       +2     
==========================================
- Hits        27638    27555      -83     
- Misses       8220     8305      +85     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/7456?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9maWxlX3V0aWxzLnB5) | `82.97% <75.00%> (-0.40%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_funnel.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9mdW5uZWwucHk=) | `18.53% <0.00%> (-75.51%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_electra.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9lbGVjdHJhLnB5) | `24.25% <0.00%> (-73.56%)` | :arrow_down: |
| [src/transformers/modeling\_layoutlm.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19sYXlvdXRsbS5weQ==) | `25.06% <0.00%> (-69.40%)` | :arrow_down: |
| [src/transformers/activations\_tf.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9hY3RpdmF0aW9uc190Zi5weQ==) | `54.16% <0.00%> (-20.84%)` | :arrow_down: |
| [src/transformers/configuration\_layoutlm.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9jb25maWd1cmF0aW9uX2xheW91dGxtLnB5) | `80.00% <0.00%> (-20.00%)` | :arrow_down: |
| [src/transformers/tokenization\_auto.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fYXV0by5weQ==) | `83.58% <0.00%> (-8.96%)` | :arrow_down: |
| [src/transformers/configuration\_bart.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9jb25maWd1cmF0aW9uX2JhcnQucHk=) | `90.00% <0.00%> (-4.00%)` | :arrow_down: |
| [src/transformers/configuration\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9jb25maWd1cmF0aW9uX3V0aWxzLnB5) | `96.68% <0.00%> (-0.67%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl91dGlscy5weQ==) | `86.90% <0.00%> (-0.32%)` | :arrow_down: |
| ... and [10 more](https://codecov.io/gh/huggingface/transformers/pull/7456/diff?src=pr&el=tree-more) | |

------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/7456?src=pr&el=footer). Last update [52e8392...c20be03](https://codecov.io/gh/huggingface/transformers/pull/7456?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
