docs: fix SB3 Connect Four link

[Wovchena]

Description

chess->connect_four

Type of change

• Bug fix (non-breaking change which fixes an issue)
• This change requires a documentation update

Screenshots

Checklist:

• I have run the pre-commit checks with pre-commit run --all-files (see CONTRIBUTING.md instructions to set it up)
• I have run pytest -v and no errors are present.
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• I solved any possible warnings that pytest -v has generated that are related to my code to the best of my knowledge.
• I have added tests that prove my fix is effective or that my feature works
• New and existing unit tests pass locally with my changes