[Bugfix] Fixes broken link in README. Improves naming consistency

[caseyclements]

After the merge of #428, "Addition of MongoDB Atlas Datastore", was merged, it was pointed out to us that the link to setup.md pointed to the wrong directory ("mongodb_atlas" instead of "mongo"). We have used this opportunity to increase consistency of naming, too, so a few variable and directory names have changed.

This pull-request does not add any new features, but it makes consistent reference to MongoDB Atlas (via "mongodb-atlas" as the DATASTORE environment variable name, and mongodb_atlas in directory names. The reason that we highlight Atlas is that the Vector Search functionality is only available on the Atlas product. Users can still set up free clusters and local deployments.

Links in documentation have been manually tested. Unit and Integration tests are passing in our Continuous Integration system.