Improve markdown and fix links that don't render correctly

What does this MR do?

Fixes links not rendering correctly and, therefore, causing 404s.

While here, also improved the quality of the Markdown.

Author's checklist

• Apply the correct labels and milestone
• Port the MR to EE (or backport from CE): always recommended, required when the ee-compat-check job fails

Review checklist

• Your team's review (required)
• PM's review (recommended, but not a blocker)
• Technical writer's review (required)
• Merge the EE-MR first, CE-MR afterwards