Add linkable labels to API docs

[flying-sheep]

I think types makes sense for the last one, it can be a link to all of anndata.{abc,typing,types}

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 84.42%. Comparing base (d2274ff) to head (f1a7661).
Report is 42 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1941      +/-   ##
==========================================
- Coverage   86.52%   84.42%   -2.11%     
==========================================
  Files          45       45              
  Lines        6805     6805              
==========================================
- Hits         5888     5745     -143     
- Misses        917     1060     +143     

see 7 files with indirect coverage changes

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