update PROJ_DATA steps

Author: jmckenna

en/errors.txt

@@ -253,7 +253,7 @@ PROJ >= 6).  You can specify the location of the PROJ files by setting the
 
 On Windows, MS4W (versions >= 5) users will find the `proj.db` file in */ms4w/share/proj/*.
 
-Setting the location of the PROJ files
+Setting the location of PROJ files
 ..............................................................................
 
 There are a few options available if you need to set the `proj.db` location:

en/mapfile/projection.txt

@@ -157,8 +157,8 @@ shapefile layers or raster layers :
 
     For other layer types, this syntax is invalid.
 
-Setting the location of the PROJ files
---------------------------------------
+Setting the location of PROJ files
+----------------------------------
 
 .. index::
    triple: MAP; CONFIG; PROJ_DATA

en/optimization/environment_variables.txt

@@ -355,4 +355,4 @@ PROJ_DATA
       For the full list of possible PROJ variables to use see the  
       `official list <https://proj.org/usage/environmentvars.html>`__. 
 
-   .. seealso:: `Setting the location of the PROJ files` in :ref:`errors`.
+   .. seealso:: `Setting the location of PROJ files` in :ref:`projection`.