doc: add link to the setting GOPATH guide

Change-Id: I4718c82540ef214728393824b89c8c7f6656823b
Reviewed-on: https://go-review.googlesource.com/36210Reviewed-by: Russ Cox <rsc@golang.org>

doc/code.html

@@ -124,8 +124,12 @@ workspace. It defaults to a directory named <code>go</code> inside your home dir
 so <code>$HOME/go</code> on Unix,
 <code>$home/go</code> on Plan 9,
 and <code>%USERPROFILE%\go</code> (usually <code>C:\Users\YourName\go</code>) on Windows.
-If you would like to work in a different location, you will need to set
-<code>GOPATH</code> to the path to that directory.
+</p>
+
+<p>
+If you would like to work in a different location, you will need to
+<a href="https://golang.org/wiki/SettingGOPATH">set <code>GOPATH</code></a>
+to the path to that directory.
 (Another common setup is to set <code>GOPATH=$HOME</code>.)
 Note that <code>GOPATH</code> must <b>not</b> be the
 same path as your Go installation.