Clarify usage of $delay->begin and provide links between delay docs

The documentation of Mojo::IOLoop::Delay->begin can use some clarification to better explain its usage and effects. Also, Mojo::IOLoop->delay can indicate how it should be used by referring to begin and the delay helper.
That's not a term we use anywhere else in the documentation. Parallel in this context actually does seem very confusing to me, since it implies parallelism, while the actual example only uses concurrency.