fix: add links between dataset formats and dataset loading

docs/dataset-formats/index.qmd

@@ -13,6 +13,13 @@ As there are a lot of available options in Axolotl, this guide aims to provide a
 
 Axolotl supports 3 kinds of training methods: pre-training, supervised fine-tuning, and preference-based post-training (e.g. DPO, ORPO, PRMs). Each method has their own dataset format which are described below.
 
+::: {.callout-tip}
+
+This guide will mainly use JSONL as an introduction. Please refer to the [dataset loading docs](../dataset_loading.qmd) to understand how to load datasets from other sources.
+
+For `pretraining_dataset:` specifically, please refer to the [Pre-training section](#pre-training).
+:::
+
 ## Pre-training
 
 When aiming to train on large corpora of text datasets, pre-training is your go-to choice. Due to the size of these datasets, downloading the entire-datasets before beginning training would be prohibitively time-consuming. Axolotl supports [streaming](https://huggingface.co/docs/datasets/en/stream) to only load batches into memory at a time.