[FEATURE] Add a NOTICE.md

[jonathanl-bq]

Since we distribute a fat jar, we should probably have a NOTICE.md file to include licenses for all third-party dependencies and transitive dependencies.

[jeremyprime]

Since we probably have hundreds of transitive dependencies, we should probably start with just the direct dependencies.

Depending on the number of direct dependencies it would probably be good to use a tool of some sort to help generate the NOTICE.md file, at least the first time around. Although I tried the oss-review-toolkit and couldn't get it to work with the Spark Connector.