[docs] 📝 FAQ overhaul for linking to individual questions (#2293)

* 📝 FAQ overhaul for Issue #2268

Reformat "Contents" to use the `.. contents::` directive
Reword "Critical" into "Critical Issues"
Reformat "Critical" section to define "critical issues"
Reformat FAQ sections to follow a new format
Reformat FAQ sections so individual questions have links

All sections now follow a new format (below).
A "frequently asked question" may also include a possible
cause and a solution (if the two are not obvious from
the context):

```rst
Section Title
=============

.. contents::
  :local:
  :backlinks: none

1. Question 1
-------------

**Possible Cause**: This is likely due to...

**Solution**: Fix with...
```

* ✏️ Correcting typos and links

Add period to `2. Error messages: ....`
Fix links to FAQ in Installation-Guide.rst

* ✏️ Removing FAQ link and correcting `python-package` README

Drop general FAQ link in `Installation-Guide.rst`
Add FAQ question links to `python-package/README.rst`

docs/Installation-Guide.rst

@@ -94,7 +94,8 @@ The ``.exe`` and ``.dll`` files will be in ``LightGBM/`` folder.
 
 **Note**: You may need to run the ``cmake -G "MinGW Makefiles" ..`` one more time if you encounter the ``sh.exe was found in your PATH`` error.
 
-It is recommended to use **Visual Studio** for its better multithreading efficiency in **Windows** for many-core systems (see `FAQ <./FAQ.rst#lightgbm>`__ Question 4 and Question 8).
+It is recommended to use **Visual Studio** for its better multithreading efficiency in **Windows** for many-core systems
+(see `Question 4 <./FAQ.rst#i-am-using-windows-should-i-use-visual-studio-or-mingw-for-compiling-lightgbm>`__ and `Question 8 <./FAQ.rst#cpu-usage-is-low-like-10-in-windows-when-using-lightgbm-on-very-large-datasets-with-many-core-systems>`__).
 
 Also, you may want to read `gcc Tips <./gcc-Tips.rst>`__.
 
@@ -658,7 +659,9 @@ The ``.jar`` file will be in ``LightGBM/build`` folder and the ``.dll`` files wi
 
 **Note**: You may need to run the ``cmake -G "MinGW Makefiles" -DUSE_SWIG=ON ..`` one more time if you encounter the ``sh.exe was found in your PATH`` error.
 
-It is recommended to use **VS Build Tools (Visual Studio)** for its better multithreading efficiency in **Windows** for many-core systems (see `FAQ <./FAQ.rst#lightgbm>`__ Question 4 and Question 8).
+It is recommended to use **VS Build Tools (Visual Studio)** for its better multithreading efficiency in **Windows** for many-core systems
+(see `Question 4 <./FAQ.rst#i-am-using-windows-should-i-use-visual-studio-or-mingw-for-compiling-lightgbm>`__ and `Question 8 <./FAQ.rst#cpu-usage-is-low-like-10-in-windows-when-using-lightgbm-on-very-large-datasets-with-many-core-systems>`__).
+
 
 Also, you may want to read `gcc Tips <./gcc-Tips.rst>`__.
 

python-package/README.rst

@@ -132,7 +132,8 @@ Build with MinGW-w64 on Windows
 
 `CMake`_ and `MinGW-w64 <https://mingw-w64.org/>`_ should be installed first.
 
-It is recommended to use **Visual Studio** for its better multithreading efficiency in **Windows** for many-core systems (see `FAQ <https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#lightgbm>`__ Question 4 and Question 8).
+It is recommended to use **Visual Studio** for its better multithreading efficiency in **Windows** for many-core systems
+(see `Question 4 <https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#4-i-am-using-windows-should-i-use-visual-studio-or-mingw-for-compiling-lightgbm>`__ and `Question 8 <https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#8-cpu-usage-is-low-like-10-in-windows-when-using-lightgbm-on-very-large-datasets-with-many-core-systems>`__).
 
 Install from GitHub
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