Add markdown link checker for docs

[dometto]

Resolves #59

This PR adds automatic link checking for links in the markdown files in this repo, which is especially relevant for the docs.

[dometto]

@jelletreep @chStaiger Just FYI I've added an automatic link checker for our markdown files. It's pretty self-explanatory but just in case here is the documentation for the library it uses: https://github.com/tcort/markdown-link-check

And here for the github action: https://github.com/gaurav-nelson/github-action-markdown-link-check

(it supports ignoring certain files or links, for instance example URLs, like I've done here.)