Update webdataset integration example with missing ddp params

[SkafteNicki]

What does this PR do?

Fixes #20149

Not completely sure what the best solution to this issue is. The core issue is that webdataset has been updated meaning that the currently linked example to https://github.com/webdataset/webdataset-lightning does not work anymore. So we can either:

• Correct the small example we have in our own docs to included the needed parameters to get webdataset working (what I have done in this PR)
• Completely remove the link to the example and hope users figure out the integration themself
• Create an updated integration example and link to that

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📚 Documentation preview 📚: https://pytorch-lightning--21243.org.readthedocs.build/en/21243/