Mention Fighshare Collections vs. Datasets in protocols.rst

[rabernat]

Related to #274

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[leouieda]

Thanks for the edits @rabernat 👍🏽

Made some small style fixes (rst vs md) and linked to the issue in case anyone is curious why. I'm also leaving the issue open for a little while in case anyone comes up with an awesome solution that we didn't see 🤞🏽

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