With the private messages -> direct messages migration, we should
rename the "Starting a new private thread" help center article.
- Renames article to "Starting a new direct message"
- Updates relevant section in /help/getting-started-with-zulip
- Fixes typo in /help/send-group-dm
- Updates file names and adds URL redirect.
Fixes#25506.
These files are not Jinja2 templates, so there's no reason that they needed
to be inside `templates/zerver`. Moving them to the top level reflects their
importance and also makes it feel nicer to work on editing the help center content,
without it being unnecessary buried deep in the codebase.