Add anchor links to individual config settings in Configuration Settings docs page

[Omega359]

Which issue does this PR close?

• Closes Add anchor links to individual config settings in Configuration Settings docs page #20094

Rationale for this change

direct links to config items

What changes are included in this PR?

docs

Are these changes tested?

I don't know of a way to preview the site so .. no? The generated markdown looks ok in my IDE preview.

Are there any user-facing changes?

Yes, doc updates

[Jefffrey]

I tried building this locally with the steps:

datafusion/docs/README.md

Lines 28 to 41 in f779e96

	It's recommended to install build dependencies and build the documentation
	inside a Python virtualenv.
	```sh
	python3 -m venv venv
	pip install -r requirements.txt
	```
	If using [uv](https://docs.astral.sh/uv/) the script can be run like so without
	needing to create a virtual environment:
	```sh
	uv run --with-requirements requirements.txt bash build.sh
	```

They don't seem to be working when rendered as a site 🤔

• Can't see anywhere to click for a anchor link

Though the HTML does show there is supposed to be something there