Tracking issue for doc alignment: Coalesce with other SB Feature teams for core concept structure

[KieranBrantnerMagee]

This is a tracking issue for a requested change to upcoming ServiceBus documentation.

1. Turn core concept headers into docs.microsoft links
2. Sync with other sdk languaged teams to centralize on core concept lists.
3. Ensure samples are all runnable with only their local state.

[KieranBrantnerMagee]

Closing since work was completed and approved in doc review.