Merge pull request #15445 from markingmyname/powershell

[PowerShell]  Added a link to line 25

Author: PRMerger7

docs/powershell/download-sql-server-ps-module.md

@@ -22,7 +22,7 @@ There are two SQL Server PowerShell modules:
 
 - **SqlServer**: The SqlServer module includes new cmdlets to support the latest SQL features. The module also contains updated versions of the cmdlets in **SQLPS**. To download the SqlServer module, go to [SqlServer module in the PowerShell Gallery](https://www.powershellgallery.com/packages/Sqlserver).
 
-- **SQLPS**: The SQLPS is the module used by SQL Agent to run agent jobs in agent job steps using the PowerShell subsystem.
+- **SQLPS**: The SQLPS is the module used by [SQL Agent](sql-server-powershell.md#sql-server-agent) to run agent jobs in agent job steps using the PowerShell subsystem.
 
 > [!NOTE]
 > The versions of the **SqlServer** module in the PowerShell Gallery support versioning and require PowerShell version 5.0 or greater.