Fix example for overriding libraries (#3922)

components/esphome.rst

@@ -239,12 +239,12 @@ custom components.
         - Wire
 
         # use the git version of a library used by a component
-        - esphome/Improv=https://github.com/improv-wifi/sdk-cpp.git#v1.0.0
+        - Improv=https://github.com/improv-wifi/sdk-cpp.git#v1.0.0
 
 The most common usage of this option is to include third-party libraries that are available in the `PlatformIO registry
 <https://platformio.org/lib>`__. They can be added by listing their name under this option. It is also possible to use
 specific versions, or to fetch libraries from a file or git repository. ESPHome accepts the same syntax as the
-`pio lib install <https://docs.platformio.org/en/latest/userguide/lib/cmd_install.html>`__ command.
+`lib_deps <https://docs.platformio.org/en/latest/projectconf/sections/env/options/library/lib_deps.html>`__ option.
 
 Using ``<name>=<source>`` syntax, it is possible to override the version used for libraries that are automatically added
 by one of ESPHome's components. This can be useful during development to make ESPHome use a custom fork of a library.