ENH: Add links to the docs for every command line option/argument description.

[tobiasraabe]

Is your feature request related to a problem?

A command line option or argument cannot be fully documented in the cli help messages. Provide links to the docs on top of that.

Describe the solution you'd like

 --show-capture [no|stdout|stderr|all]
                                  Choose which captured output should be shown
                                  for failed tasks.  [default: all] [URL]