DOC cross-linking from API reference to user guide

[romanlutz]

Describe the issue linked to the documentation

It would be cool if we cross-linked from API reference to user guide examples that use a class, e.g., if the PromptSendingOrchestrator API reference page pointed to user guide pages that use it.

Suggest a potential alternative/fix

This should probably not be a manual effort as that will just get outdated. Instead, let's look for a sphinx-plugin or similar that can handle this. I know it does exist for sphinx-gallery. That's why you see gallery examples at the bottom of this page. Jupyter-book builds on sphinx so there may be some way of doing this automatically.