[docs] [dask] make Dask distributed example copy-pastable

[jameslamb]

Hello! I've been getting more familiar with the XGBoost Dask interface, as part of dask/community#104. I was working through the documentation at https://xgboost.readthedocs.io/en/latest/tutorials/dask.html#overview tonight, and I'd like to suggest an improvement to them.

This PR proposes adding some Dask Array code to generate random data, instead of relying on users to figure that out themselves based on a code comment. I think making the examples easy to run by just copying and pasting will make it easier for users to start experimenting with xgboost.dask.

This also proposes adding links to the Dask DataFrame and Dask Array documentation, to help users who might not be familiar with those collections.

Thanks for your time and consideration.

[hcho3]

Nice, thanks for taking interest in XGBoost Dask API.