docs: Add links checker

.github/workflows/docs-check-links.yml

@@ -0,0 +1,16 @@
+name: Check Markdown docs links
+
+on:
+  push:
+    paths:
+      - docs/**
+    branches:
+      - 'main'
+  pull_request:
+
+jobs:
+  markdown-link-check:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: gaurav-nelson/github-action-markdown-link-check@v1