[docs] Fix broken links and clarify language in integrations docs (#1209)

This PR does the following:

- Fixes broken/outdated URLs
- Adds clarity to the way DuckDB/LanceDB integration works via Arrow

docs/mkdocs.yml

@@ -118,9 +118,10 @@ nav:
           - Pandas and PyArrow: python/pandas_and_pyarrow.md
           - Polars: python/polars_arrow.md
           - DuckDB: python/duckdb.md
-          - LangChain 🔗: https://python.langchain.com/en/latest/modules/indexes/vectorstores/examples/lancedb.html
-          - LangChain JS/TS 🔗: https://js.langchain.com/docs/modules/data_connection/vectorstores/integrations/lancedb
-          - LlamaIndex 🦙: https://gpt-index.readthedocs.io/en/latest/examples/vector_stores/LanceDBIndexDemo.html
+          - LangChain:
+            - LangChain 🔗: https://python.langchain.com/docs/integrations/vectorstores/lancedb/
+            - LangChain JS/TS 🔗: https://js.langchain.com/docs/integrations/vectorstores/lancedb
+          - LlamaIndex 🦙: https://docs.llamaindex.ai/en/stable/examples/vector_stores/LanceDBIndexDemo/
           - Pydantic: python/pydantic.md
           - Voxel51: integrations/voxel51.md
           - PromptTools: integrations/prompttools.md

docs/src/python/duckdb.md

@@ -24,7 +24,8 @@ data = [
 table = db.create_table("pd_table", data=data)
 ```
 
-To query the table, first call `to_lance` to convert the table to a "dataset", which is an object that can be queried by DuckDB. Then all you need to do is reference that dataset by the same name in your SQL query.
+The `to_lance` method converts the LanceDB table to a `LanceDataset`, which is accessible to DuckDB through the Arrow compatibility layer.
+To query the resulting Lance dataset in DuckDB, all you need to do is reference the dataset by the same name in your SQL query.
 
 ```python
 import duckdb