[DOC] Refer to nilearn datasets module

[man-shu]

• Closes [DOC] Unclear what are nilearn datasets on the contributing page #4319

Changes proposed in this pull request:

• refer to nilearn.datasets documentation

[github-actions]

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 92.13%. Comparing base (abb80ff) to head (cb03245).
Report is 28 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #4320      +/-   ##
==========================================
+ Coverage   91.85%   92.13%   +0.27%     
==========================================
  Files         144      143       -1     
  Lines       16419    16452      +33     
  Branches     3434     3451      +17     
==========================================
+ Hits        15082    15158      +76     
+ Misses        792      749      -43     
  Partials      545      545              

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[Remi-Gau]

use internal sphinx reference rather than external links

[bthirion]

Thx !