[Doc] Fix Core Link (#11438)

Signed-off-by: Richard Liaw <rliaw@berkeley.edu>

doc/source/ray-overview/index.rst

@@ -236,7 +236,7 @@ Where to go next?
 =================
 
 
-Visit the `Walkthrough <walkthrough.html>`_ page a more comprehensive overview of Ray features.
+Visit the :ref:`Walkthrough <core-walkthrough>` page a more comprehensive overview of Ray features.
 
 Ray programs can run on a single machine, and can also seamlessly scale to large clusters. To execute the above Ray script in the cloud, just download `this configuration file <https://github.com/ray-project/ray/blob/master/python/ray/autoscaler/aws/example-full.yaml>`__, and run:
 

doc/source/walkthrough.rst

@@ -1,3 +1,5 @@
+.. _core-walkthrough:
+
 Ray Core Walkthrough
 ====================