Improve documentation in various components

[ewenw]

Description

Some code comments and docstrings should be added, especially for resource_manager.py, data_loader.py, client_manager.py, etc. Also, some model diagram on what each component would be helpful for people new to the codebase.

[fanlai0990]

Thank you for this feedback. Can you @dywsjtu please work on this asap, which may involve code cleanup? Thanks!