[Doc]: Rework Hyperlinks example #32146

Documentation Link

https://matplotlib.org/devdocs/gallery/misc/hyperlinks_sgskip.html

Problem

• The static images are not up-to-date and must be generated. They do not include FIX: URL links in SVG should have target='_blank' #31578.
• Instead of static images, can we pick up the written SVG files and show them? - To be checked: Where are these files placed? Are they / can they be made available in the doc build output?
• Add an example with text (maybe even legend? - [ENH]: Hyperlinks in legend #25567 (comment))
• Explain how its done (set_url attaches a hyperlink to the Artist; Collections: set_urls for all the elements.
• Better docstring for set_url, set_urls

Suggested improvement

No response