doc: fix relative links and add tips

[lionel-oai]

This PR is a documentation only one which:

• addresses the Tries to use Python when only Python3 available #7231 by adding a paragraph in docs/getting-started.md in the tips category to encourage users to load everything needed in their environment
• corrects link referencing in docs/platform-sandboxing.md so that the page link opens at the right section
• removes the explicit heading IDs like {#my-id} in docs/advanced.md which are not supported by GitHub and are not rendered in the UI:

This caused the following links in README.md to not work in main but to work in this branch (you can test by going to https://github.com/openai/codex/blob/docs/getting-started-enhancement/README.md) - the MCP link goes straight to the correct section now:

  - [**Advanced**](./docs/advanced.md)
  - [Tracing / verbose logging](./docs/advanced.md#tracing--verbose-logging)
  - [Model Context Protocol (MCP)](./docs/advanced.md#model-context-protocol-mcp)

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[lionel-oai]

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