Fix links to external site and minor Markdown improvements

What does this MR do?

Fixes links to external site. Some links were redirecting by one 404'd.

Also makes Markdown syntax adhere to standard.

Related issues

Relates to https://gitlab.com/gitlab-org/gitlab-ce/issues/51696.

Author's checklist

• Apply the correct labels and milestone
• Crosslink the document from the higher-level index
• Crosslink the document from other subject-related docs
• Correctly apply the product badges and tiers
• 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