[docs] Fix up some links to the preferred style.

:doc:`...` and :ref:`...` links help Sphinx keep track the dependencies
between documents and ensure that they are not pointing to nowhere.

Raw HTML links work just fine and are easier for people less familiar
with reST/Sphinx. They are easy to change over to the :doc:/:ref: style
after the fact so this is not a problem.

This commit doesn't fix all of them.