More documentation for Cache. Updated FAQ to include database Locked error (#1291)

* Update FAQ.md

Database Locked error in Azure Machine Learning compute instance

* Update website/docs/FAQ.md

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* Update website/docs/FAQ.md

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* update doc; add module import for Cache

* update doc

* nit

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Co-authored-by: Eric Zhu <ekzhu@users.noreply.github.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>