Update outdated links and setup information

What does this MR do?

Updates a broken anchor link to OAuth applications

• Replace anchor to #add-an-application-through-the-profile with #user-owned-applications
• Fix broken link to runner docs

It looks like the change to this anchor and text was introduced in gitlab@ace5a69c

TODO

• [ ] I added the Changelog trailer (e.g. Changelog: feature) to the commits that need to be included in the changelog
• I added unit tests or they are not required
• I added acceptance tests or they are not required
• I added documentation (or it's not required)
• [ ] I followed code review guidelines
• [ ] I followed Go Style guidelines