bpo-36763, doc: Add links in the new C API init doc (GH-15433)

diff --git a/Doc/c-api/init_config.rst b/Doc/c-api/init_config.rst
index 5fd836d..72bd8c3 100644
--- a/Doc/c-api/init_config.rst
+++ b/Doc/c-api/init_config.rst
@@ -48,6 +48,8 @@
 ``_PyRuntime.preconfig`` and the configuration (``PyConfig`` type) is stored in
 ``PyInterpreterState.config``.
 
+See also :ref:`Initialization, Finalization, and Threads <initialization>`.
+
 .. seealso::
    :pep:`587` "Python Initialization Configuration".