Minor fixes to Gym Link and Feature List (#1189)

* broken link for gym

* added gym into feature list

* fixed typo

README.md

 * Flexible agent control with On Demand Decision Making
 * Visualizing network outputs within the environment
 * Simplified set-up with Docker
+* Wrap learning environments as a gym
 
 ## Documentation
 

docs/Readme.md

 
 * [API Reference](API-Reference.md)
 * [How to use the Python API](Python-API.md)
-* [Wrapping Learning Environment as a Gym](../gym-unity/Readme.md)
+* [Wrapping Learning Environment as a Gym](../gym-unity/README.md)