update link to config.py in options user guide (#39414)

Author: Henry

doc/source/user_guide/options.rst

@@ -31,7 +31,7 @@ namespace:
 * :func:`~pandas.option_context` - execute a codeblock with a set of options
   that revert to prior settings after execution.
 
-**Note:** Developers can check out `pandas/core/config.py <https://github.com/pandas-dev/pandas/blob/master/pandas/core/config.py>`_ for more information.
+**Note:** Developers can check out `pandas/core/config_init.py <https://github.com/pandas-dev/pandas/blob/master/pandas/core/config_init.py>`_ for more information.
 
 All of the functions above accept a regexp pattern (``re.search`` style) as an argument,
 and so passing in a substring will work - as long as it is unambiguous: