Make all links internal (where possible)

[melissawm]

Description

Fixes the issue where links were hardcoded to the latest version of the documentation. This includes creating anchors (such as (checkpoint-conversion)=) and using this anchor when creating a link to that page. In other cases, linking out to the explicit markdown file is appropriate, and a link will be correctly created when the documentation is built for the ReadTheDocs website.

For consistency, all links to internal documentation should be done using internal link syntax; this will guarantee that each build of the documentation is consistent with respect to versioning. One exception is the "Update dependencies" page, where we explicitly want to link out to the latest version of the "Install MaxText" page.

Tests

Docs build correctly locally and links are created as expected.

Checklist

Before submitting this PR, please make sure (put X in square brackets):

• [N/A] I have performed a self-review of my code. For an optional AI review, add the gemini-review label.
• [N/A] I have necessary comments in my code, particularly in hard-to-understand areas.
• [N/A] I have run end-to-end tests tests and provided workload links above if applicable.
• I have made or will make corresponding changes to the doc if needed, including adding new documentation pages to the relevant Table of Contents (toctree directive) as explained in our documentation.