Doc: Add more hyperlinks within the included documentation (#11288)

Co-authored-by: Niels Martin Hansen <nielsm@indvikleren.dk>

Doc: update multiplayer documentation with latest changes (#9552)

Although several places were fixed during the PR making the change,
not all made it in this document.

While at it, removed all kinds of Markdown warnings by an excessive
usage of spacebar in this document.

Feature: parse the console settings the same way as config settings

Now you can use things like `set server_game_type public` instead of having to
guess the number, which would not be written into the configuration file nor
would it be shown when doing `set server_game_type`.

Add: allow setting your server visibility to "invite-only" (#9434)

In this mode you do register to the Game Coordinator, but your
server will not show up in the public server listing. You can give
your friends the invite code of the server with which they can
join.