Fix reference to UnityEnvironment's location (#3093)

docs/Python-API.md

 ## Loading a Unity Environment
 
 Python-side communication happens through `UnityEnvironment` which is located in
-`ml-agents/mlagents_envs`. To load a Unity environment from a built binary
-file, put the file in the same directory as `envs`. For example, if the filename
-of your Unity environment is 3DBall.app, in python, run:
+[`environment.py`](../ml-agents-envs/mlagents_envs/environment.py). To load
+a Unity environment from a built binary file, put the file in the same directory
+as `envs`. For example, if the filename of your Unity environment is 3DBall.app, in python, run:
 
 ```python
 from mlagents_envs.environment import UnityEnvironment