There are several dead links on http://wix.sourceforge.net/manual-wix3/install_dotnet.htm . Correct versions of those links exist, they just need to be updated.
A deadlink checker should likely be run on the manual-wix3 files.
Specific URLs referenced that are incorrect:
It looks like there are many paths that should be relative but actually start with "/". As a workaround, you can manually build the proper link by taking the last part of the path and appending it to http://wix.sourceforge.net/manual-wix3.