Typing spec: Improve cross-linking #1531

We should improve links within the spec. Concretely:

• Replace links to PEPs with links to the relevant part of the spec (Add the typing spec #1517 (review))
• Where we mention a feature, link it to the relevant spec section (e.g., whenever we mention Annotated, it should link to the spec section that describes Annotated).
• Strategically add link targets so other Sphinx docs (e.g., docs.python.org, the PEPs) can link to the spec

This can be done in small increments, one PR at a time, and doesn't need signoff from the Typing Council. Contributions are welcome.