ICU-22921 Fix broken links in docs

[sh-cho]

Fixed broken links in the docs. Also fixed links like https://unicode-org.github.io/icu/userguide/strings/index because it makes sidebar closed and erase current position.

Checklist

• Required: Issue filed: https://unicode-org.atlassian.net/browse/ICU-22921
  • For minor changes you can use one of the following per-release tickets:
  • ICU 77 code warnings/version updates: ICU-22920 — Fix compiler warnings. Update versions of code-related dependencies (e.g., dependabot).
  • ICU 77 docs minor fixes: ICU-22921 — User Guide & API docs typos etc., and version updates (e.g., dependabot for User Guide)
• Required: The PR title must be prefixed with a JIRA Issue number. Example: "ICU-1234 Fix xyz"
• Required: The PR description must include the link to the Jira Issue, for example by completing the URL in the first checklist item
• Required: Each commit message must be prefixed with a JIRA Issue number. Example: "ICU-1234 Fix xyz"
• Issue accepted (done by Technical Committee after discussion)
• Tests included, if applicable
• API docs and/or User Guide docs changed or added, if applicable

[CLAassistant]

All committers have signed the CLA.