Add policy documentation links to policy_kwargs parameter

[kplers]

Same as DLR-RM/stable-baselines3#2050

Description

Simple changes adding links to policy doc in policy_kwargs parameter description for all algorithms
Since there were no links to ppo_mask_policies and ppo_recurrent_policies, I added them to the rst files too.

Context

• I have raised an issue to propose this change (required)

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)

Checklist:

• I've read the CONTRIBUTION guide (required)
• The functionality/performance matches that of the source (required for new training algorithms or training-related features).
• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have included an example of using the feature (required for new features).
• I have included baseline results (required for new training algorithms or training-related features).
• I have updated the documentation accordingly.
• I have updated the changelog accordingly (required).
• I have reformatted the code using make format (required)
• I have checked the codestyle using make check-codestyle and make lint (required)
• I have ensured make pytest and make type both pass. (required)

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