Multi-table support for featuretools component

Extension of issue [470](https://github.com/alteryx/evalml/issues/470). PR [1454](https://github.com/alteryx/evalml/pull/1454) addresses adding the FeatureTools component, but only handles single dataframes/datatables. In order to use FeatureTools fully, we want to be able to use it to combine multiple datasets.

This issue tracks the implementation of that feature. We want to either allow EvalML to take in EntitySets as args, or we want to take in the appropriate args such that we can combine the datatables and create the EntitySets under the hood.

Original quip doc [here](https://alteryx.quip.com/u7keAyIAtXOB/Featuretools-Component)