Docs: update link to PettingZoo

[liuzhaoze]

Docs: update link to PettingZoo

• I have added the correct label(s) to this Pull Request or linked the relevant issue(s)
• I have provided a description of the changes in this Pull Request
• I have added documentation for my changes and have listed relevant changes in CHANGELOG.md
• If applicable, I have added tests to cover my changes.
• I have reformatted the code using poe format
• I have checked style and types with poe lint and poe type-check
• (Optional) I ran tests locally with poe test
  (or a subset of them with poe test-reduced) ,and they pass
• (Optional) I have tested that documentation builds correctly with poe doc-build

[MischaPanch]

Merging, thanks!