Integrate with lightning_utilities.core.enums

[carmocca]

What does this PR do?

Part of Lightning-AI/utilities#23

I haven't deprecated the LightningEnum import. It can be done in a follow-up

Does your PR introduce any breaking changes? If yes, please list them.

None

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cc @Borda @justusschock @awaelchli @rohitgr7

[tchaton]

LGTM !