Complete the doc page (user guide chapter)

[jimjlu99]

🔨Work Item

IMPORTANT:

• This template is only for dev team to track project progress. For feature request or bug report, please use the corresponding issue templates.
• DO NOT create a new work item if the purpose is to fix an existing issue or feature request. We will directly use the issue in the project tracker.

Project tracker: https://github.com/orgs/dmlc/projects/2

Description

Update the user guide chapter for distributed training. Include the new partitioning pipeline. Remove out-dated info.

Depending work items or issues

#4276 #4192

[jimjlu99]

pending on review