Add Markdown Link Check action

.github/workflows/markdown_link_check.yml

@@ -0,0 +1,19 @@
+on: [pull_request]
+
+name: Check Markdown links
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  markdown-link-check:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v2
+    - uses: gaurav-nelson/github-action-markdown-link-check@v1
+      with:
+        use-quiet-mode: 'yes'
+        use-verbose-mode: 'yes'
+        check-modified-files-only: 'yes'
+        base-branch: 'main'