Examples: Add extensive comments/links to example ActiveMQ configs; add persistence

This commit consists mostly of comments, to help improve the initial ActiveMQ
setup experience.

The one substantive change it makes is adding a persistence adapter to the
multi-broker configs, per something that came up in conversation with RI while
writing these documents.
Docs: Adjustments to activemq config guide

- Fix remaining links
- Harmonize subcollective names with example configs
- Fix typos
- Etc