Update headers in changelog after release (#1516)

## Description

Added new section for v0.0.2 release and update links.

## Type of change

<!--- Please check the type of change your PR introduces: --->
- [ ] 🌻 Feature
- [ ] 🐛 Bugfix
- [x] 🗺️ Documentation
- [ ] 🤖 Test
- [ ] 💻 CI/Deployment
- [ ] 🐹 Trivial/Minor

## Issue(s)

<!-- Can reference multiple issues. Use one of the following "magic
words" - "closes, fixes" to auto-close the Github issue. -->
* #<issue>

## Test Plan

<!-- How will this be tested prior to merging.-->
- [ ] 💪 Manual
- [ ] ⚡ Unit test
- [ ] 💚 E2E

CHANGELOG.md

@@ -7,6 +7,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+
+## [v0.0.2] (alpha) - 2022-11-14
+
 ### Added
 
 - Added AWS X-Ray support for better observability (#1111) from [ryanfkeepers](https://github.com/ryanfkeepers)
@@ -50,5 +53,6 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Miscellaneous
   - Optional usage statistics reporting ([RM-35](https://github.com/alcionai/corso-roadmap/issues/35))
 
-[Unreleased]: https://github.com/alcionai/corso/compare/v0.0.1...HEAD
+[Unreleased]: https://github.com/alcionai/corso/compare/v0.0.2...HEAD
+[v0.0.2]: https://github.com/alcionai/corso/compare/v0.0.1...v0.0.2
 [v0.0.1]: https://github.com/alcionai/corso/tag/v0.0.1