dumpling, lightning: add document for compressed files support

[lichunzhu]

First-time contributors' checklist

• I've signed Contributor License Agreement that's required for repo owners to accept my contribution.

What is changed, added or deleted? (Required)

Dumpling/Lightning have supported exporting/importing compressed files. This document add document about how to use them.

Which TiDB version(s) do your changes apply to? (Required)

Tips for choosing the affected version(s):

By default, CHOOSE MASTER ONLY so your changes will be applied to the next TiDB major or minor releases. If your PR involves a product feature behavior change or a compatibility change, CHOOSE THE AFFECTED RELEASE BRANCH(ES) AND MASTER.

For details, see tips for choosing the affected versions (in Chinese).

• master (the latest development version)
• v6.5 (TiDB 6.5 versions)
• v6.4 (TiDB 6.4 versions)
• v6.3 (TiDB 6.3 versions)
• v6.1 (TiDB 6.1 versions)
• v5.4 (TiDB 5.4 versions)
• v5.3 (TiDB 5.3 versions)
• v5.2 (TiDB 5.2 versions)
• v5.1 (TiDB 5.1 versions)
• v5.0 (TiDB 5.0 versions)

What is the related PR or file link(s)?

• This PR is translated from:
• Other reference link(s): lightning: support import compressed csv/sql files to save cost tidb#38514

Do your changes match any of the following descriptions?

• Delete files
• Change aliases
• Need modification after applied to another branch
• Might cause conflicts after applied to another branch

[ti-chi-bot]

[REVIEW NOTIFICATION]

This pull request has been approved by:

• hfxsd
• shichun-0415

To complete the pull request process, please ask the reviewers in the list to review by filling /cc @reviewer in the comment.
After your PR has acquired the required number of LGTMs, you can assign this pull request to the committer in the list by filling /assign @committer in the comment to help you merge this pull request.

The full list of commands accepted by this bot can be found here.

Reviewer can indicate their review by submitting an approval review.
Reviewer can cancel approval by submitting a request changes review.

[shichun-0415]

LGTM

[hfxsd]

/merge

[ti-chi-bot]

This pull request has been accepted and is ready to merge.

Commit hash: 4efc87e