README: Add linkable section anchors for collapsible documentation sections

[deependujha]

🚀 Feature

Show permalink (anchor links) in the Key Features section of the LitData README, so users can easily share links to specific feature documentation.

Motivation

Currently, feature sections in the LitData README (like Merge datasets, Transform datasets while Streaming, etc.) can’t be directly linked to.
This makes it inconvenient to reference a specific feature or example in discussions, issues, or documentation.

Pitch

Alternatives

Additional context

[VijayVignesh1]

@deependujha I can pick this up.

[deependujha]

@VijayVignesh1, sure, go ahead. I believe it to be really helpful.