Path concatenation without forward slash

This is reported by [Manjunath](https://app.slack.com/team/U03EM9TDKHR) from Slack channel.
For work_dir: "dbfs:/feathr_getting_started"
The user was running jupyter notebook from windows.
without forward slash('dbfs:/feathr_getting_started') the job configs were coming as '--join-config', 'dbfs:/feathr_getting_started\\feature_join.conf'

To fix this, the user need to add foward slash: `work_dir: "dbfs:/feathr_getting_started"`

We should add validation or automatically append a forward slash. The best way would be using Path utils that can join files/folders properly.