Link to docs in core notebook

[ricardoV94]

Description

In this section: https://www.pymc.io/projects/docs/en/stable/learn/core_notebooks/dims_module.html#what-functionality-is-supported

We should link to the relevant docs entries:

• https://www.pymc.io/projects/docs/en/stable/api/dims/distributions.html
• https://www.pymc.io/projects/docs/en/stable/api/dims/transforms.html
• https://www.pymc.io/projects/docs/en/stable/api/dims/math.html

Also every time we reference a specific distribution ZeroSumNormal, Categorical, we should link to the specific entry.

The notebook name is a bit silly with PyMC dims module, what other library would it be?. Let's rename it simply to Dims module