[DOC] Fix tutorial link, and better error msg (#17057)
[DOC] Fix tutorial link, and better error msg (#17057)


zhreshold/mxnet,eric-haibin-lin/mxnet,tlby/mxnet,apache/incubator-mxnet,larroy/mxnet,eric-haibin-lin/mxnet,szha/mxnet,ForkedReposBak/mxnet,yajiedesign/mxnet,szha/mxnet,sxjscience/mxnet,leezu/mxnet,larroy/mxnet,szha/mxnet,szha/mxnet,sxjscience/mxnet,sxjscience/mxnet,sxjscience/mxnet,szha/mxnet,larroy/mxnet,szha/mxnet,eric-haibin-lin/mxnet,tlby/mxnet,apache/incubator-mxnet,tlby/mxnet,yajiedesign/mxnet,tlby/mxnet,leezu/mxnet,leezu/mxnet,larroy/mxnet,sxjscience/mxnet,leezu/mxnet,szha/mxnet,yajiedesign/mxnet,tlby/mxnet,larroy/mxnet,DickJC123/mxnet,yajiedesign/mxnet,yajiedesign/mxnet,sxjscience/mxnet,ForkedReposBak/mxnet,eric-haibin-lin/mxnet,zhreshold/mxnet,leezu/mxnet,larroy/mxnet,zhreshold/mxnet,yajiedesign/mxnet,zhreshold/mxnet,ForkedReposBak/mxnet,tlby/mxnet,tlby/mxnet,eric-haibin-lin/mxnet,ForkedReposBak/mxnet,eric-haibin-lin/mxnet,ForkedReposBak/mxnet,tlby/mxnet,sxjscience/mxnet,ForkedReposBak/mxnet,leezu/mxnet,DickJC123/mxnet,szha/mxnet,apache/incubator-mxnet,szha/mxnet,larroy/mxnet,DickJC123/mxnet,ForkedReposBak/mxnet,tlby/mxnet,DickJC123/mxnet,yajiedesign/mxnet,eric-haibin-lin/mxnet,tlby/mxnet,sxjscience/mxnet,leezu/mxnet,leezu/mxnet,zhreshold/mxnet,eric-haibin-lin/mxnet,larroy/mxnet,leezu/mxnet,ForkedReposBak/mxnet,yajiedesign/mxnet,apache/incubator-mxnet,sxjscience/mxnet,zhreshold/mxnet,zhreshold/mxnet,ForkedReposBak/mxnet,zhreshold/mxnet,zhreshold/mxnet,larroy/mxnet,yajiedesign/mxnet,eric-haibin-lin/mxnet