ci: check for broken links

[michaeladler]

Description

Ensure we run the markdown link checker as part of our CI pipeline. It complains about a broken link (case-sensitive) but luckily this is not an issue in practice (although it's correct to use a lowercase link).

Issues Addressed

List and link all the issues addressed by this PR.

Change Type

Please select the relevant options:

• Bug fix (non-breaking change that resolves an issue)
• New feature (non-breaking change that adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

Checklist

• I have read the CONTRIBUTING document.
• My changes adhere to the established code style, patterns, and best practices.
• I have added tests that demonstrate the effectiveness of my changes.
• I have updated the documentation accordingly (if applicable).
• I have added an entry in the CHANGELOG to document my changes (if applicable).