Update perf_train_gpu_many.md

[remyleone]

What does this PR do?

I didn't know what ZeRO stand for, therefore I added a link to the relevant material. I think this page could gain from adding many links to external sources of documentation and jargon.

Fixes # (issue)

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[amyeroberts]

cc @stevhliu

[stevhliu]

Thanks for making it clearer!

[HuggingFaceDocBuilderDev]

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