Ensure links in the docs are correct

[alamb]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
There are several broken links in the datafusion crate docs. For example

Describe the solution you'd like
I would like them all links to be valid and ideally have a CI check to ensure they remain that way

Additional context

See similar ticket in arrow-rs: apache/arrow-rs#1267

[HaoYang670]

I con work on it if no one else has been doing!

[HaoYang670]

https://github.com/apache/arrow-datafusion/blob/master/datafusion/src/physical_plan/sorts/sort_preserving_merge.rs#L260

I got

the struct `SortPreservingMergeStream` has no field or associated item named `receivers`

when run cargo doc.
I am not sure what this link should be.

[HaoYang670]

Also some structs are private, which leads to unsolved links, such as the SimplifyContext

[alamb]

@HaoYang670 yes some doc links are a mess -- thank you for taking this on. I will find time today to help sort out how to clean up the links

[Jefffrey]

Duplicate of #6042