[docs] Updated conversation template doc (#3020)

[docs] Updated path pointers in both docs files to point to the
`conversation_template` directory instead of linking to the
non-existent `conversation_template.py` file.

Co-authored-by: 涧波 <kaneki.cjb@alibaba-inc.com>

Author: Kaneki-x

docs/compilation/convert_weights.rst

@@ -102,8 +102,8 @@ See :ref:`compile-command-specification` for specification of ``gen_config``.
     ``dist/RedPajama-INCITE-Instruct-3B-v1-q4f16_1-MLC/mlc-chat-config.json`` (checkout :ref:`configure-mlc-chat-json` for more detailed instructions).
     You can also simply use the default configuration.
 
-    `conversation_template.py <https://github.com/mlc-ai/mlc-llm/blob/main/python/mlc_llm/conversation_template.py>`__
-    contains a full list of conversation templates that MLC provides. If the model you are adding
+    `conversation_template <https://github.com/mlc-ai/mlc-llm/blob/main/python/mlc_llm/conversation_template>`__
+    directory contains a full list of conversation templates that MLC provides. If the model you are adding
     requires a new conversation template, you would need to add your own.
     Follow `this PR <https://github.com/mlc-ai/mlc-llm/pull/2163>`__ as an example. However,
     adding your own template would require you :ref:`build mlc_llm from source <mlcchat_build_from_source>` in order for it

docs/deploy/mlc_chat_config.rst

@@ -110,7 +110,7 @@ supported conversation templates:
 - ``phi-2``
 - ...
 
-Please refer to `conversation_template.py <https://github.com/mlc-ai/mlc-llm/blob/main/python/mlc_llm/conversation_template.py>`_ for the full list of supported templates and their implementations.
+Please refer to `conversation_template <https://github.com/mlc-ai/mlc-llm/blob/main/python/mlc_llm/conversation_template>`_ directory for the full list of supported templates and their implementations.
 
 Below is a generic structure of a JSON conversation configuration (we use vicuna as an example):