Documented using masks and preprocessing_steps in distributed rst

[GFleishman]

No code changed, just added more examples to the rst explaining using masks and preprocessing_steps. I imaging many big data users will very quickly realize these are important features to use.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 52.69%. Comparing base (ded9f7e) to head (4d30972).
Report is 10 commits behind head on main.

Additional details and impacted files

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  Coverage   52.69%   52.69%           
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  Files          18       18           
  Lines        4342     4342           
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  Hits         2288     2288           
  Misses       2054     2054           

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