gh-37793: add links to standard errors in various places
just adding a few links to python standard errors in our doc
### :memo: Checklist
- [x] The title is concise and informative.
- [x] The description explains in detail what this PR is about.
URL: https://github.com/sagemath/sage/pull/37793
Reported by: Frédéric Chapoton
Reviewer(s): Matthias Köppe
