DOC: URLs link to original lightgbm and xgboost docs

[Dawnfz-Lenfeng]

What do these changes do?

• add a comparison table for the APIs of LightGBM and XGBoost.
• The table provides a side-by-side reference of commonly used methods for both libraries, including links to their respective documentation pages.

Related issue number

Fixes #xxxx

Check code requirements

• tests added / passed (if needed)
• Ensure all linting tests pass

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 82.96%. Comparing base (1ec2519) to head (02c3398).
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #822   +/-   ##
=======================================
  Coverage   82.96%   82.96%           
=======================================
  Files        1071     1071           
  Lines       80083    80083           
  Branches    16545    16545           
=======================================
+ Hits        66441    66443    +2     
+ Misses      12036    12029    -7     
- Partials     1606     1611    +5     

Flag	Coverage Δ
unittests	82.87% <ø> (+<0.01%)	⬆️

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[luweizheng]

LGTM