Update doc links to point to new docs
This PR:
* updates the README links and the ADD_NEW_DATASET template to point to the new docs (the new docs don't have a section with the list of all the possible features, so I added that info to the `Features` docstring, which is then referenced in the ADD_NEW_DATASET template)
* fixes some broken links in the `.rst` files (fixed with the `make linkcheck` tool)