Usage and format questions

It seems we're migrating all repos to use this project. I have a few questions which I think would be nice to have answers to while we migrate (ideally I would have liked to have answers to them before we migrate):

Taken from https://github.com/huggingface/huggingface_hub/issues/759

By reading the ["how to write documentation"](https://github.com/huggingface/transformers/tree/master/docs#writing-source-documentation), it's clear how to write docstrings, but it's not clear how to write user guides and examples:

- I'm thinking something along the lines of having something resembling `sphinx-gallery` examples, and then referencing those examples from user guides.
- How does one reference other objects, classes, and methods from the current library and external libraries that are rendered with a hyperlink to the corresponding API doc?
- how to we reference other sections in the user guide from the API doc and the user guide itself?
- what is the workflow to add directives such as `versionadded, versionchanged`, etc?
- I see this in the docs:

> It helps to keep the old links working when renaming section header and/or moving sections from one document to another.

In `rst` you reference a tag, so renaming headers doesn't actually do anything to break existing links. How does `mdx` handle this?

I'm not familiar with `mdx`, so I'm not sure how to approach these issues.

cc @LysandreJik