Dead links in documentation

[RomeoV]

Awesome work on this project! Just a note: Navigating to the README, there's three "Getting started" links which are all dead.

[RomeoV]

It seems there's also other dead links. E.g. on the Introduction page the "callbacks" link points to https://fluxml.ai/FluxTraining.jl/dev/docs/callbacks/reference.md.html, which is dead.