Extend preload documentation [skip ci] (#6077)
Extend preload documentation [skip ci] (#6077)

Include notes on configuration, types of inputs, and nannies

Accompanies https://github.com/dask/distributed/pull/3678
blaze/dask,dask/dask,ContinuumIO/dask,dask/dask,ContinuumIO/dask,mrocklin/dask,mrocklin/dask,jakirkham/dask,jakirkham/dask,blaze/dask