Minor: Fix docs for JoinSet (#23448)

## Which issue does this PR close?

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- related to #22758

## Rationale for this change
While responding on
#22758 (comment)
to @avantgardnerio

I noticed that the reference in the doc is wrong (and not a link)

## What changes are included in this PR?

Fix doc links

## Are these changes tested?

By CI
## Are there any user-facing changes?

Docs

Author: alamb

datafusion/common-runtime/src/join_set.rs

@@ -21,10 +21,13 @@ use std::task::{Context, Poll};
 use tokio::runtime::Handle;
 use tokio::task::{AbortHandle, Id, JoinError, LocalSet};
 
-/// A wrapper around Tokio's JoinSet that forwards all API calls while optionally
+/// A wrapper around [Tokio's `JoinSet`] that forwards all API calls while optionally
 /// instrumenting spawned tasks and blocking closures with custom tracing behavior.
-/// If no tracer is injected via `trace_utils::set_tracer`, tasks and closures are executed
+/// If no tracer is injected via [`set_join_set_tracer`], tasks and closures are executed
 /// without any instrumentation.
+///
+/// [Tokio's `JoinSet`]: tokio::task::JoinSet
+/// [`set_join_set_tracer`]: crate::trace_utils::set_join_set_tracer
 #[derive(Debug)]
 pub struct JoinSet<T> {
     inner: tokio::task::JoinSet<T>,