Update capture-warnings.rst: Fix PEP number in link (#13215)

This was linking to a completely unrelated PEP, presumably due to a typo.

Sorry there's no changelog, filing from my phone.

Author: SamB

Diff for: doc/en/how-to/capture-warnings.rst

@@ -250,7 +250,7 @@ See :ref:`@pytest.mark.filterwarnings <filterwarnings>` and
     the :envvar:`python:PYTHONWARNINGS` environment variable or the
     ``-W`` command-line option, pytest will not configure any filters by default.
 
-    Also pytest doesn't follow :pep:`506` suggestion of resetting all warning filters because
+    Also pytest doesn't follow :pep:`565` suggestion of resetting all warning filters because
     it might break test suites that configure warning filters themselves
     by calling :func:`warnings.simplefilter` (see :issue:`2430` for an example of that).