make documentation urls part of the error message

Something like:

MariaDB [test]> select (select 1 union select 2);

ERROR 1242 (21000): Subquery returns more than 1 row

More information:  https://mariadb.com/kb/en/e1242/

Questions:

• should it be directly https://mariadb.com/kb/<lang>/e<code> url or a redirect url, like, for example https://r.mariadb.com/e/<lang>/<code> ?
• should it be generated in the server? connector? client?
• should it include the server (and, possibly, client) version?