docs: add more pointers to configuration of embedded IPython

The "Running IPython from Python" section of the docs under "Configuring
IPython" gives a nice example of how to set IPython configuration
options when embedding IPython. Add more pointer to this part of the
documentation by linking to it from the docstrings of
IPython.{embed_kernel, start_ipython, start_kernel} and
IPython.terminal.embed.embed.

While at it, consistenly refer to the config argument as "a traitlets
:class:`Config` object".

Finally, also mention that options can be set with a 'Config' object in
the small paragraph under "IPython options".

IPython/__init__.py

@@ -82,6 +82,7 b' def embed_kernel(module=None, local_ns=None, **kwargs):'
         The namespace to load into IPython user namespace (default: caller)
     **kwargs : various, optional
         Further keyword args are relayed to the IPKernelApp constructor,
+        such as `config`, a traitlets :class:`Config` object (see :ref:`configure_start_ipython`),
         allowing configuration of the Kernel.  Will only have an effect
         on the first embed_kernel call for a given process.
     """
@@ -118,7 +119,7 b' def start_ipython(argv=None, **kwargs):'
         specify this dictionary to initialize the IPython user namespace with particular values.
     **kwargs : various, optional
         Any other kwargs will be passed to the Application constructor,
-        such as `config`.
+        such as `config`, a traitlets :class:`Config` object (see :ref:`configure_start_ipython`).
     """
     from IPython.terminal.ipapp import launch_new_instance
     return launch_new_instance(argv=argv, **kwargs)
@@ -143,7 +144,7 b' def start_kernel(argv=None, **kwargs):'
         specify this dictionary to initialize the IPython user namespace with particular values.
     **kwargs : various, optional
         Any other kwargs will be passed to the Application constructor,
-        such as `config`.
+        such as `config`, a traitlets :class:`Config` object (see :ref:`configure_start_ipython`).
     """
     import warnings
 

IPython/terminal/embed.py

@@ -369,8 +369,8 b' def embed(*, header="", compile_flags=None, **kwargs):'
         d = 40
         embed()
 
-    Full customization can be done by passing a :class:`Config` in as the
-    config argument.
+    Full customization can be done by passing a traitlets :class:`Config` in as the
+    `config` argument (see :ref:`configure_start_ipython`).
     """
     config = kwargs.get('config')
     if config is None:

docs/source/config/intro.rst

@@ -153,7 +153,7 b' Running IPython from Python'
 
 If you are using :ref:`embedding` to start IPython from a normal 
 python file, you can set configuration options the same way as in a 
-config file by creating a traitlets config object and passing it to 
+config file by creating a traitlets :class:`Config` object and passing it to 
 start_ipython like in the example below.
 
 .. literalinclude:: ../../../examples/Embedding/start_ipython_config.py

docs/source/config/options/index.rst

@@ -3,8 +3,8 b' IPython options'
 ===============
 
 Any of the options listed here can be set in config files, at the
-command line, or from inside IPython. See :ref:`setting_config` for
-details.
+command line, from inside IPython, or using a traitlets :class:`Config` object.
+See :ref:`setting_config` for details.
 
 .. toctree::