refactor(framework): Make sklearn quickstart example use Message API

[WilliamLindskog]

Issue

Description

Related issues/PRs

Proposal

Make sklearn-quickstart (name changed) use Message API.

Explanation

Checklist

• [x] Implement proposed change
• [x] Write tests
• [x] Update documentation
• [ ] Make CI checks pass
• [ ] Ping maintainers on Slack (channel #contributions)

Any other comments?