Remove link to non-existent ipyparallel docs. (#14383)

Those were likely recently removed.

docs/source/whatsnew/version0.11.rst

@@ -309,7 +309,7 b' be started by calling ``ipython qtconsole``. The protocol is :ref:`documented'
 <messaging>`.
 
 The parallel computing framework has also been rewritten using ZMQ. The
-protocol is described :ref:`here <ipyparallel:/reference/messages.md>`, and the code is in the
+protocol is described in the ipyparallel documentation, and the code is in the
 new :mod:`IPython.parallel` module.
 
 .. _python3_011: