add "See also" footer and inner reference anchors (#2960)

web-api/index.rst

@@ -24,6 +24,8 @@ While it's currently recommended to use ESPHome directly through Home Assistant,
 to integrate ESPHome with an external or self-built application you can use two available
 APIs: the real-time event source API and REST API.
 
+.. _api-event-source:
+
 Event Source API
 ~~~~~~~~~~~~~~~~
 
@@ -56,6 +58,8 @@ states so that the client can catch up with reality.
 The payloads of these state events are also the same as the payloads of the REST API GET calls.
 I would recommend just opening the network debug panel of your web browser to see what's sent.
 
+.. _api-rest:
+
 REST API
 --------
 
@@ -297,3 +301,9 @@ method is ``set``. The following parameter can be used:
    minimum and maximum range of the number otherwise it will be ignored.
 
 For example POST ``/number/desired_delay/set?value=24`` will set the number to 24.
+
+See Also
+--------
+
+- :doc:`/components/http_request`
+- :ghedit:`Edit`