Resolve "Docs feedback: Broken link on Dependency Proxy page"

What does this MR do?

Updates Dependency Proxy documentation to point to appropriate "Direction" page.

Closes #321236 (closed)

Does this MR meet the acceptance criteria?

Conformity

• [-] Changelog entry
• Documentation (if required)
• Code review guidelines
• Merge request performance guidelines
• Style guides
• [-] Database guides
• [-] Separation of EE specific content

Related to #321236 (closed)