Improve data loading docs

[pieterlukasse]

Based on google user forum question.

Describe changes proposed in this pull request:

• Improve data loading docs
• Fix some broken links

Checks

• The commit log is comprehensible. It follows 7 rules of great commit messages. We can fix this during merge by using a squash+merge if necessary
• Has tests or has a separate issue that describes the types of test that should be created. If no test is included it should explicitly be mentioned in the PR why there is no test.
• Is this PR adding logic based on one or more clinical attributes? If yes, please make sure validation for this attribute is also present in the data validation / data loading layers (in backend repo) and documented in File-Formats Clinical data section!
• Make sure your PR has one of the labels defined in https://github.com/cBioPortal/cbioportal/blob/master/.github/release-drafter.yml

Any screenshots or GIFs?

If this is a new visual feature please add a before/after screenshot or gif
here with e.g. Giphy CAPTURE or Peek

Notify reviewers

@inodb

[sonarcloud]

Quality Gate passed

Issues
0 New issues
0 Accepted issues

Measures
0 Security Hotspots
0.0% Coverage on New Code
0.0% Duplication on New Code

See analysis details on SonarQube Cloud