Fix broken link from Docs site to Code of Conduct (#3284)

* Fix link

* Add clarifications

docs/support/support.md

@@ -5,15 +5,16 @@ description: Support and Community Details and Links
 ---
 
 - [Discord chatroom](https://discord.gg/MUpMjP2) - Get support or discuss the
-  project
+  project.
 - [Good First Issues](https://github.com/backstage/backstage/contribute) - Start
-  here if you want to contribute
+  here if you want to contribute.
 - [RFCs](https://github.com/backstage/backstage/labels/rfc) - Help shape the
-  technical direction
-- [FAQ](../FAQ.md) - Frequently Asked Questions
-- [Code of Conduct](../../CODE_OF_CONDUCT.md) - This is how we roll
-- [Blog](https://backstage.io/blog/) - Announcements and updates
+  technical direction by reviewing _Request for Comments_ issues.
+- [FAQ](../FAQ.md) - Frequently Asked Questions.
+- [Code of Conduct](https://github.com/backstage/backstage/blob/master/CODE_OF_CONDUCT.md) -
+  This is how we roll.
+- [Blog](https://backstage.io/blog/) - Announcements and updates.
 - [Newsletter](https://mailchi.mp/spotify/backstage-community) - Subscribe to
-  our email newsletter
+  our email newsletter.
 - Give us a star ⭐️ - If you are using Backstage or think it is an interesting
-  project, we would love a star ❤️
+  project, we would love a star! ❤️