[Data] Add docstring to explain Dataset.deserialize_lineage (#47203)

Users had questions about how the serialization and deserialization
works under the hood for Dataset. This doc adds simple explanation that
the pickle is used to do it.

Signed-off-by: Cheng Su <scnju13@gmail.com>
Signed-off-by: Cheng Su <chengsu@anyscale.com>
Co-authored-by: Scott Lee <scottjlee@users.noreply.github.com>

python/ray/data/dataset.py

@@ -4777,8 +4777,8 @@ def serialize_lineage(self) -> bytes:
         futures, to bytes that can be stored and later deserialized, possibly on a
         different cluster.
 
-        Note that this will drop all computed data, and that everything is
-        recomputed from scratch after deserialization.
+        Note that this uses pickle and will drop all computed data, and that everything
+        is recomputed from scratch after deserialization.
 
         Use :py:meth:`Dataset.deserialize_lineage` to deserialize the serialized
         bytes returned from this method into a Dataset.
@@ -4866,8 +4866,8 @@ def deserialize_lineage(serialized_ds: bytes) -> "Dataset":
         """
         Deserialize the provided lineage-serialized Dataset.
 
-        This assumes that the provided serialized bytes were serialized using
-        :py:meth:`Dataset.serialize_lineage`.
+        This uses pickle, and assumes that the provided serialized bytes were
+        serialized using :py:meth:`Dataset.serialize_lineage`.
 
         Examples: