Add CI task to check for broken links in the docs

[niccolozanotti]

As per @jwallwork23 suggestion, it could be useful to think of CI task to prevent broken links (especially Markdown internal links) to end up in the docs. See e.g. commit e97f424.

[joewallwork]

One way to do this is with Sphinx, which I've used before, although that's not necessarily the best tool to use for FTorch.

[joewallwork]

There's also this GitHub Action: https://github.com/gaurav-nelson/github-action-markdown-link-check.

[jatkinson1000]

I looked at a couple of options as part of #356 but could not come to a satisfactory result. Will revisit when time allows - suggest tackling in hackathon.