gh-36424: adding some links for Errors in the doc
This is adding a few more links to python standard doc for named errors
in our doc.
### :memo: Checklist
- [x] The title is concise, informative, and self-explanatory.
- [x] The description explains in detail what this PR is about.
URL: https://github.com/sagemath/sage/pull/36424
Reported by: Frédéric Chapoton
Reviewer(s): Kwankyu Lee
