Merge #19870: doc: update PyZMQ install instructions, fix zmq_sub.py file permissions

062e6699c4 script: fix zmq_sub.py file permissions (Jon Atack)
36f8e0cce7 doc: update PyZMQ installation instructions, ZeroMQ link (Jon Atack)

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  Seen while reviewing #19572.

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# Block and Transaction Broadcasting with ZeroMQ
[ZeroMQ](http://zeromq.org/) is a lightweight wrapper around TCP
[ZeroMQ](https://zeromq.org/) is a lightweight wrapper around TCP
connections, inter-process communication, and shared-memory,
providing various message-oriented semantics such as publish/subscribe,
request/reply, and push/pull.
@ -39,8 +39,9 @@ For version information, see [dependencies.md](dependencies.md).
Typically, it is packaged by distributions as something like
*libzmq3-dev*. The C++ wrapper for ZeroMQ is *not* needed.
In order to run the example Python client scripts in contrib/ one must
also install *python3-zmq*, though this is not necessary for daemon
In order to run the example Python client scripts in the `contrib/zmq/`
directory, one must also install [PyZMQ](https://github.com/zeromq/pyzmq)
(generally with `pip install pyzmq`), though this is not necessary for daemon
operation.
## Enabling