UI: Improve Link component

[cdedreuille]

What I did

In this PR we are improving the Link component.

• Improved styling
• New props underline and weight

How to test

1. Run this branch locally using yarn storybook:ui
2. Open Storybook in your browser
3. Access the Link stories

Checklist

• Make sure your changes are tested (stories and/or unit, integration, or end-to-end tests)
• Make sure to add/update documentation regarding your changes
• If you are deprecating/removing a feature, make sure to update
  MIGRATION.MD

Maintainers

• When this PR is ready for testing, make sure to add ci:normal, ci:merged or ci:daily GH label to it to run a specific set of sandboxes. The particular set of sandboxes can be found in code/lib/cli/src/sandbox-templates.ts
• Make sure this PR contains one of the labels below.

["cleanup", "BREAKING CHANGE", "feature request", "bug", "build", "documentation", "maintenance", "dependencies", "other"]

🦋 Canary release

This PR does not have a canary release associated. You can request a canary release of this pull request by mentioning the @storybookjs/core team here.

core team members can create a canary release here or locally with gh workflow run --repo storybookjs/storybook canary-release-pr.yml --field pr=<PR_NUMBER>

[kasperpeulen]

LGTM!