Update documentation to use `sagemaker-python-sdk` as opposed to `sagemaker`

**What did you find confusing? Please describe.**
Your documentation suggests we use` pip install sagemaker`, as opposed to `pip install sagemaker-python-sdk`

This is confusing because your conda forge channel for sagemaker stopped being upgraded at 2.198.0 while sagemaker-python-sdk continues on to 2.241.0. This seems like a bug/ miss in your documentation

**Describe how documentation can be improved**
Update all documentation to refer to
sagemaker-python-sdk

**Additional context**
I've had bugs in my dependency management because the old 'sagemaker' forge tries to pull exceedingly old and outdated versions of your CLI, breaking compatibility with current packages and breaking builds

`# conda
conda create -n sagemaker python=3.7
conda activate sagemaker
conda install sphinx=3.1.1 sphinx_rtd_theme=0.5.0
`

Links:

Outdated, should be removed: https://anaconda.org/conda-forge/sagemaker

Should update documentation to refer to this:
https://anaconda.org/conda-forge/sagemaker-python-sdk

Search the documentation for `pip install sagemaker`, `sagemaker-python-sdk`, and the linked conda package references. Update the relevant installation guidance to use `sagemaker-python-sdk` and remove or replace the outdated conda-forge link; done means the documentation consistently points to the current package.

Written by the indexing model from the issue text.