dumpling: add URI formats

[hfxsd]

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

What is changed, added or deleted? (Required)

• Created a new URI file.
• Updated all releated links to the new URI file.
• Add Azure Blob Storage in TiDB Lightning.
• Fix a typo Writing error about “value.s” #15172

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• This PR is translated from:dumpling: add URI formats docs-cn#15289
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[lilin90]

It seems that we'd better also update the link for other "external storage URI" in this file. Please check and update as needed.

[lilin90]

LGTM

[hfxsd]

/approve

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[ti-chi-bot]

In response to a cherrypick label: new pull request created to branch release-7.3: #15198.

[ti-chi-bot]

In response to a cherrypick label: new pull request created to branch release-7.4: #15199.

[ti-chi-bot]

In response to a cherrypick label: new pull request created to branch release-7.1: #15200.