[3.13] gh-123223: Adding hyperlink of argument in warnings.catch_warnings: (GH-123231) (#124528)

gh-123223: Adding hyperlink of argument in warnings.catch_warnings: (GH-123231)

* Adding hyperlink of argument

* Modify as reviewer suggested
(cherry picked from commit 828583a7855f15edc96e6721c226ace098ba463b)

Co-authored-by: Damien <81557462+Damien-Chen@users.noreply.github.com>