Replace the hyperlinks of integration files to ones in optuna-integration or move them to integration docs

[nzw0301]

What is an issue?

Links of integration module in https://optuna.readthedocs.io/en/stable/reference/integration.html to corresponding optuna/optuna's files, which are almost empty thanks to the integration migration (see #4484 for more details). So I think the current links are not informative and I'd like to suggest replace the link with new locations in https://github.com/optuna/optuna-integration if this page remains. Otherwise, I'd suggest moving this page, at least the list, to integration docs.