Add a workflow to check links in docs are valid

[GarethCabournDavies]

Again, adding some minor bits into the CI checks, This should check whether the links in the docs (and a couple other places) are valid

Lovingly repurposed from GWOSC's workshop repo

Standard information about the request

This is a new feature

This change checks if changes are needed in documentation

This change follows style guidelines (See e.g. PEP8), has been proposed using the contribution guidelines

Motivation

We want to know ASAP if links in the docs have broken

• The author of this pull request confirms they will adhere to the code of conduct

[Copilot]

Pull request overview

This PR adds a new GitHub Actions workflow to automatically check the validity of links in documentation files, helping to catch broken links early in the development process.

Changes:

• Adds a new workflow that runs on push, pull request, and manual dispatch to validate links in documentation
• Configures the lychee link checker to scan markdown, reStructuredText files, and a Jupyter notebook
• Includes helpful failure messaging to guide users when link checks fail

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