Update various documentation dead links and typos

[AlexandreArpin]

I encountered a couple of dead links and typos in the documentation. I removed the 404 links and empty documentation pages.

There's a new version of mkdocs that added a breaking change to the mkdocs.yml file (pages becomes nav)

I think the readthedocs hasn't been refreshed/redeployed in a while because there's still an issue with the missing end code block on https://netmq.readthedocs.io/en/latest/message/ that was fixed in #1012

[AlexandreArpin]

There's a new version of mkdocs that added a breaking change to the mkdocs.yml file (pages becomes nav)

Are you able to update that file too?

I can, I'm not 100% sure how the mkdocs version is resolved through the GitHub Pages mechanism but I can run it locally.

Want me to apply the changes so that it works with the latest version of mkdocs?