:pencil2: Fix broken torchdata links by using intersphinx properly

[weiji14]

Noticed some torchdata links got changed from https://pytorch.org/data/0.4.0 to https://pytorch.org/data/0.4, and also making some minor documentation improvements here and there.

References:

• https://docs.readthedocs.io/en/stable/guides/intersphinx.html
• https://www.sphinx-doc.org/en/master/usage/extensions/intersphinx.html