Improve links and references in dims module notebook

[AdishreeB]

Description

This PR improves the dims module notebook by adding proper links to the relevant
dims API documentation (distributions, transforms, and math) and by using a Sphinx {doc} instead of
hard-coded URLs with references for better robustness and
version-awareness.

Where specific distributions (e.g. ZeroSumNormal, Categorical) are mentioned,
the notebook now links to their corresponding API documentation entries, making
it easier for readers to explore related functionality.

No behavioural or API changes are introduced; this PR only improves documentation
clarity and navigation.

Related Issue

• Closes Link to docs in core notebook #7864
• Related to #

Checklist

• Checked that the pre-commit linting/style checks pass
• Included tests that prove the fix is effective or that the new feature works
• Added necessary documentation (docstrings and/or example notebooks)
• If you are a pro: each commit corresponds to a relevant logical change

Type of change

• New feature / enhancement
• Bug fix
• Documentation
• Maintenance
• Other (please specify):

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