[Doc] Update distributed chapter according to new pipeline

[jermainewang]

Description

• Replace the old distributed preprocess section with the new pipeline
• Improve other parts
• Fix some API link issues.

Checklist

Please feel free to remove inapplicable items for your PR.

• [x] The PR title starts with [$CATEGORY] (such as [NN], [Model], [Doc], [Feature]])
• [ ] Changes are complete (i.e. I finished coding on this PR)
• [x] All changes have test coverage
• [x] Code is well-documented
• [x] To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

[dgl-bot]

To trigger regression tests:

• @dgl-bot run [instance-type] [which tests] [compare-with-branch]; For example: @dgl-bot run g4dn.4xlarge all dmlc/master or @dgl-bot run c5.9xlarge kernel,api dmlc/master

[dgl-bot]

Commit ID: da83dd3a47f5048489c04ca9aa47998e14171a32

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Commit ID: 9553136e2cd1e74c2160af185b4fbe4f4c75fcc0

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[dgl-bot]

Commit ID: 60116ab2319df3ad9acd918c1cf7b6a820b599b3

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Commit ID: 7c7d1ded2330cd48b069131b309f72b010656654

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Commit ID: 4cc8be26fdfb9a1b226ed0699a06c29e98fc0d31

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Commit ID: 4cc8be26fdfb9a1b226ed0699a06c29e98fc0d31

Build ID: 6

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