Backport PR pandas-dev#39869: DOC: update link to user guide

Author: morrme

pandas/core/frame.py

@@ -3951,8 +3951,8 @@ def lookup(self, row_labels, col_labels) -> np.ndarray:
         .. deprecated:: 1.2.0
             DataFrame.lookup is deprecated,
             use DataFrame.melt and DataFrame.loc instead.
-            For an example see :meth:`~pandas.DataFrame.lookup`
-            in the user guide.
+            For further details see
+            :ref:`Looking up values by index/column labels <indexing.lookup>`.
 
         Parameters
         ----------