Enhance Integration with Spark (#1097)

* add doc for spark

* labelCol equals to label by default

* change title and reformat

* reference about default index type

* fix doc build

* Update website/docs/Examples/Integrate - Spark.md

* update doc

* Added more references

* remove exception case when `y_train.name` is None

* fix broken link

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Co-authored-by: Wendong Li <v-wendongli@microsoft.com>
Co-authored-by: Li Jiang <bnujli@gmail.com>