[chore][exporter/datadog] Fix dead link in README (#39796)

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#### Description
It looks like this link got moved and the original link is now dead.
I've updated to what I believe is the correct link, but please correct
me if I'm wrong.

Author: crobert-1

exporter/datadogexporter/README.md

@@ -18,7 +18,7 @@
 > The Datadog Exporter now skips APM stats computation by default. It is recommended to only use the [Datadog Connector](https://github.com/open-telemetry/opentelemetry-collector-contrib/tree/main/connector/datadogconnector) in order to compute APM stats.
 > To temporarily revert to the previous behavior, disable the `exporter.datadogexporter.DisableAPMStats` feature gate. Example: `otelcol --config=config.yaml --feature-gates=-exporter.datadogexporter.DisableAPMStats`
 
-Find the full configs of Datadog exporter and their usage in [collector.yaml](./examples/collector.yaml). More example configs can be found in the [official documentation](https://docs.datadoghq.com/opentelemetry/collector_exporter/configuration/).
+Find the full configs of Datadog exporter and their usage in [collector.yaml](./examples/collector.yaml). More example configs can be found in the [official documentation](https://docs.datadoghq.com/opentelemetry/setup/collector_exporter/).
 
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