[Feature] Add dead link check

[wuchunfu]

What problem does this PR solve?

Issue Number: close #1788

Problem Summary:

What is changed and how it works?

Proposal: xxx

Feel free to ping committers for the review!

Contribution Checklist

• Make sure that the pull request corresponds to a GITHUB issue.

• Name the pull request in the form "[Feature] [component] Title of the pull request", where Feature can be replaced by Hotfix, Bug, etc.

• Minor fixes should be named following this pattern: [hotfix] [docs] Fix typo in README.md doc.

Purpose of this pull request