DOC: replaced link to the documentation about setting a value on a co…
…py of a slice from a DataFrame

- [x] closes #36448
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

After checking I realized that the link should not be changed in the release notes file - in the remaining references the link is correct.