Add CI to check the validity of links in the markdown files

[Dongliang Mu]

[Dongliang Mu]

https://github.com/marketplace/actions/markdown-link-check

[Dongliang Mu]

https://gist.github.com/mudongliang/495df3d0fb7b9bd7a5b18dadd655abdb

Before adding CI to check markdown links, we need to resolve the above failures