[SPARK-32189][DOCS][PYTHON][FOLLOW-UP] Fixed broken link and typo in …

…PySpark docs

### What changes were proposed in this pull request?

This PR is a follow-up of #29781 to fix broken link and typo.

<img width="638" alt="Screen Shot 2020-10-07 at 3 56 28 PM" src="https://user-images.githubusercontent.com/44108233/95297583-aa0ccb00-08b5-11eb-85db-89022c76d7e1.png">

<img width="734" alt="Screen Shot 2020-10-07 at 3 55 36 PM" src="https://user-images.githubusercontent.com/44108233/95297508-8ba6cf80-08b5-11eb-9caa-0b52a2482ada.png">

### Why are the changes needed?

Current link is not working properly because of wrong path.

### Does this PR introduce _any_ user-facing change?

Yes, the link is working properly now.

### How was this patch tested?

Manually built the doc.

Closes #29963 from itholic/SPARK-32189-FOLLOWUP.

Authored-by: itholic <haejoon309@naver.com>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>

python/docs/source/development/debugging.rst

@@ -35,7 +35,7 @@ with JVM. Profiling and debugging JVM is described at `Useful Developer Tools <h
 
 Note that,
 
-- If you are running locally, you can directly debug the driver side via using your IDE without the remote debug feature. Setting PySpark with IDEs is documented `here <setting.html#setting-up-pyspark>`__.
+- If you are running locally, you can directly debug the driver side via using your IDE without the remote debug feature. Setting PySpark with IDEs is documented `here <setting_ide.rst#pycharm>`__.
 - *There are many other ways of debugging PySpark applications*. For example, you can remotely debug by using the open source `Remote Debugger <https://www.pydev.org/manual_adv_remote_debugger.html>`_ instead of using PyCharm Professional documented here.
 
 

python/docs/source/development/setting_ide.rst

@@ -50,7 +50,7 @@ Let's go to the path ``python/pyspark/tests`` in PyCharm and try to run the any
 You might can see the ``KeyError: 'SPARK_HOME'`` because the environment variable has not been set yet.
 
 Go **Run -> Edit Configurations**, and set the environment variables as below.
-Please make sure to specify your own path for ``SPARK_HOME`` rather than ``/.../spark``. After completing the variable, click **Okay** to apply the changes.
+Please make sure to specify your own path for ``SPARK_HOME`` rather than ``/.../spark``. After completing the variable, click **OK** to apply the changes.
 
 .. image:: ../../../../docs/img/pycharm-with-pyspark2.png
     :alt: Setting up SPARK_HOME