Organize examples and API documentation - supplement to !430
This supplement to !430, both intended to replace bulky !421.
1. Fixed broken links
2. Added links to available examples in API documentation, where missing
3. Updated links to point directly to example folder (to show README.md with example description)
4. Added README.md in docs folder info to point reader to ReadTheDocs instead of doc sources, ref. https://github.com/espressif/esp-idf/issues/243
5. Fixed some typo errors / Sphinx warnings
6. Fixed memory leak in example, ref. https://github.com/espressif/esp-idf/issues/209