Fixes related with mkdocs.yml

[fgalan]

Related with https://github.com/telefonicaid/fiware-orion/pull/1086 some things need to be fixed:

• Is Index.md really needed? Maybe just "Home: .../.../README.md" could be used in the .yml
• Broken links in the rendered HTML document
• If Index.md is kept at the end, check_files_compliance.py needs to be adjusted to take it into account
• An automatic procedure (maybe in check_files_compliance.py) needs to be implemented, so every .md belongint to the manual is mentioned in the .yml and (the other way arround) every .md mentioned in the .yml exists in the repository .md belonging to the manual.

@LeandroGuillen @jmcanterafonseca

[fgalan]

Is Index.md really needed? Maybe just "Home: .../.../README.md" could be used in the .yml

@jmcanterafonseca has checked that ".." doesn work, so we would need the Index.md.