Fix broken URL's (GEM)
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/datasets/pr_5056). All of your documentation changes will be reflected on that endpoint. Thanks, @manandey. We have removed all dataset scripts from this repo. Subsequent PRs should be opened directly on the Hugging Face Hub.
This PR fixes the broken URL's in GEM. cc. @lhoestq, @albertvillanova 