[docs] Add link master <-> latest via sphinx version warnings (#8010)

doc/source/conf.py

@@ -63,8 +63,21 @@ extensions = [
     'sphinx-jsonschema',
     'sphinx_gallery.gen_gallery',
     'sphinx_copybutton',
+    'versionwarning.extension',
 ]
 
+versionwarning_messages = {
+    "master": (
+        "This document is for the master branch. "
+        'Visit the <a href="/en/latest/">latest pip release documentation here</a>.'
+    ),
+    "latest": (
+        "This document is for the latest pip release. "
+        'Visit the <a href="/en/master/">master branch documentation here</a>.'
+    ),
+}
+
+versionwarning_body_selector = "div.document"
 sphinx_gallery_conf = {
     "examples_dirs": ["../examples", "tune/guides"],  # path to example scripts
     # path where to save generated examples