Throw a better exception in DataFrame.sort_values when multi-index column is used

[HyukjinKwon]

Previously, it threw the exception as below:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/.../koalas/databricks/koalas/frame.py", line 5398, in sort_values
    by = [self[colname]._scol for colname in by]
  File "/.../koalas/databricks/koalas/frame.py", line 5398, in <listcomp>
    by = [self[colname]._scol for colname in by]
  File "/.../koalas/databricks/koalas/frame.py", line 8334, in __getattr__
    "'%s' object has no attribute '%s'" % (self.__class__.__name__, key))
AttributeError: 'DataFrame' object has no attribute '_scol'

Can be tested as below:

import pandas as pd
import databricks.koalas as ks

mi = pd.MultiIndex.from_tuples([('a', 'b')])
kdf = ks.range(10)
kdf.columns = mi
kdf.sort_values("a")

[codecov-io]

Codecov Report

Merging #1238 into master will decrease coverage by 0.05%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #1238      +/-   ##
==========================================
- Coverage   95.18%   95.12%   -0.06%     
==========================================
  Files          35       35              
  Lines        7265     7226      -39     
==========================================
- Hits         6915     6874      -41     
- Misses        350      352       +2

Impacted Files	Coverage Δ
databricks/koalas/frame.py	96.85% <ø> (-0.12%)	⬇️
databricks/conftest.py	96.22% <0%> (-1.78%)	⬇️
databricks/koalas/generic.py	96.1% <0%> (-0.21%)	⬇️
databricks/koalas/config.py	98.98% <0%> (ø)	⬆️
databricks/koalas/series.py	96.47% <0%> (ø)	⬆️

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[ueshin]

Otherwise, LGTM.