Provide data connection docs

[captainbrosset]

As I showed during the WebDX CG talk at Breakouts Day 2025 (on this slide), there's more and more data that can now be interconnected thanks to web-features unique IDs.

It would be good to list them and describe how they can be connected. The explorer website shows an example of this, but the idea for this issue is to document how others can do this if they want.