Add additional references in compile guides

[awaelchli]

What does this PR do?

Adds additional references as suggested by the PyTorch team.

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📚 Documentation preview 📚: https://pytorch-lightning--19550.org.readthedocs.build/en/19550/

cc @Borda @carmocca @justusschock @awaelchli

[github-actions]

⚡ Required checks status: All passing 🟢

Groups summary

🟢 fabric: Docs

Check ID	Status
docs-make (fabric, doctest)	success	✅
docs-make (fabric, html)	success	✅

These checks are required after the changes to docs/source-fabric/advanced/compile.rst.

🟢 pytorch_lightning: Docs

Check ID	Status
docs-make (pytorch, doctest)	success	✅
docs-make (pytorch, html)	success	✅

These checks are required after the changes to docs/source-pytorch/advanced/compile.rst.

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Thank you for your contribution! 💜

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